Artur Sepp

icon indicating a website link https://artursepp.com/ icon indicating an email [email protected]

icon location Switzerland icon location PhD in Statistics with expertise in systematic strategies, quantitative investing, volatility models, data science with Statistical and Machine Learning methods

Results 2 repositories owned by Artur Sepp

QuantInvestStrats

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Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

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StochVolModels

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Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

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