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View LucasRibeiroCaetano's full-sized avatar
  • Software Engineering Masters at University of Coimbra
  • Coimbra, Portugal

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  1. Market-Regime-Detection Market-Regime-Detection Public

    A Python tool for identifying bull markets, corrections, and bear markets using a rule-based approach with the 50-week Simple Moving Average.

    Python

  2. Markowitz-Portfolio-Optimizer Markowitz-Portfolio-Optimizer Public

    A Python CLI tool that calculates and visualizes Markowitz's Efficient Frontier and optimal portfolio compositions for a custom list of assets.

    Python

  3. Factor-Investing-Analyzer Factor-Investing-Analyzer Public

    Python application for analyzing factor-based and geographic investment strategies.

    Python

  4. Quantitative-Strategy-Backtester Quantitative-Strategy-Backtester Public

    Python CLI tool for backtesting trading strategies, from data download to plotting results.

    Python

  5. Sortino-Ratio-Portfolio-Optimizer Sortino-Ratio-Portfolio-Optimizer Public

    Monte Carlo-based portfolio optimization tool focusing on maximizing the Sortino Ratio for superior downside risk-adjusted returns.

    Python

  6. Tail-Risk-Optimizer Tail-Risk-Optimizer Public

    A Python CLI tool for portfolio optimization focused on minimizing tail risk (CVaR).

    Python

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