Welcome to the Financial Modeling repository! This repository contains various financial models that simulate and analyze different aspects of financial markets. The models currently included cover topics such as Brownian motion, Modern Portfolio Theory, and Binomial Option Pricing methods. Feel free to explore the repository and utilize these models for your financial analysis and research purposes.
All the models are present under the notebooks folder.
The market data is taken from yahoo finance and manually kept in the data folder. This is done to prevent any inconsistencies in results and removing the dependency from any API for longetivity.
Models added/ to be added:
- Arithematic Brownian Motion
- Geometric Brownian Motion
- Efficient Frontier (Modern Portfolio Theory) using Markov simulation
- Binomial path option pricing (European)
- Binomial path option pricing (American)
- Bellman Ford Algorithm for FOREX
- Black Scholes model for implied volatility
- Black Scholes model for effective cost price
- ARIMA Time Analysis
- Dendrogram for Pair trading
- GARCH model for volatility
If you have any models you would like to add to repository or are interested in seeing but do not want to code, open up an issue!
The financial models in this repository are for educational and informational purposes only. They should not be considered as financial advice or recommendations. Always consult with a qualified financial professional before making any investment decisions.