Financial professional and programmer with a passion for quantitative finance, portfolio management, and process optimization.
- Bangkok, Thailand
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advanced-monte-carlo
advanced-monte-carlo PublicThis project showcases an advanced Monte Carlo simulation implementation in VBA. It simulates price movements for multiple stocks, accounting for a few additional complexities (nonnormality, correl…
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advanced-garch
advanced-garch PublicThis project showcases an advanced GARCH implementation in Python, APARCH(1,1). It determines the parameters best defining a stock's returns variance, and then uses these in a Monte Carlo simulatio…
Python
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