Project 1: Constructed two investment portfolios—one high-risk and one low-risk—using current stock data and quantitative metrics such as volatility, beta, Sharpe ratio, and P/E ratio.
GitHub Repo link: https://github.com/Sonet1123/Quant_Finance_Summer-25_Mini_Project-01
Project 2: Analyzed stocks' daily log returns for normality using statistical tests and constructed portfolios with improved Gaussian behavior.
GitHub Repo link: https://github.com/Sonet1123/Quant_Finance_Summer-25_Mini_Project-02
Project 3: Visualized how Black-Scholes option price changes with time to maturity and spot price.
GitHub Repo link: https://github.com/Sonet1123/Quant_Finance_Summer-25_Mini_Project-03
Mini Project 4: Simulated and analyzed delta-hedged P&L distributions for short European call options under three non-constant volatility models: regime-based, Heston, and GARCH.
GitHub Repo link for project 4: https://github.com/Sonet1123/Quant_FInance_Summer-25_Mini_Project-04