Project 1: This project systematically constructs and evaluates high-risk and low-risk portfolios using quantitative optimization, machine learning signals, and advanced risk metrics.
Repository link: https://github.com/gakoduah/Mini-Project-1

Project 2: This project analyzes the non-Gaussian nature of portfolio returns, employing advanced statistical tests, regime detection, and extreme value theory to assess tail risks and volatility clustering.
Repository link: https://github.com/gakoduah/Mini-Project-2

Project 3: This project conducts a detailed sensitivity analysis of Black-Scholes option pricing, exploring the impact of time decay, spot price changes, and volatility on call and put options.
Repository link: https://github.com/gakoduah/Mini-Project-3

Project 4: Advanced comparison of delta and vega hedging performance under stochastic volatility models using Monte Carlo simulations and interactive visualizations.
Repository link: https://github.com/gakoduah/Mini-Project-4