Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

C++ implementation of a Dynamic Delta Hedging strategy for European Options. Delta Hedging is a great strategy for trying to create a neutral portfolio to minimize risk exposure.

Solstice is an economic network simulation framework

Fetches market data from the Alpha Vantage API, calculates daily returns for a portfolio of stocks, and computes the Value at Risk (VaR) at a 95% confidence level.

High-performance portfolio constraints evaluation engine.

A C++ stock exchange simulation with features like buying/selling stocks, portfolio checks, and persistent data storage. Includes error handling, a user-friendly menu, and file I/O. Work-in-progress with plans for API integration.