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mathematical-finance

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Financial modeling and quantitative analysis

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# Mathematical Finance

Financial modeling and quantitative analysis

**Table of Content**

- [Mathematical Finance](#mathematical-finance)
  - [Option Trading](#option-trading)
  - [Fundamental Analysis](#fundamental-analysis)
  - [Technical Analysis](#technical-analysis)
  - [Portfolio Management](#portfolio-management)
  - [Risk Management](#risk-management)
  - [Asset Allocation](#asset-allocation)
  - [Artificial Intelligent](#artificial-intelligent)

<summary>Trading Strategies</summary>

- Algorithmic Trading 
- Arbitrage Opportunities
- Breakout Trading
- Day Trading
- End-of-day trading strategy
- Futures Trading
- Index Fund Rebalancing
- Mathematical Model-based Strategies
- Momentum Trading
- Performance Analysis
- Position Trading
- Quantitative Analysis
- Scalping
- Swing Trading
- Trading Range (Mean Reversion)
- Trading a Reversal
- Trading the News
- Trading the Signals Social Trading
- Trend Trading
- Trend-following
- Turtle Trading
- Value Investing
- [Macro Trading](https://www.macrotrends.net/)
- [Options Trading](#option-trading)
- [Statistical Arbitrage](https://github.com/JerBouma/AlgorithmicTrading)

## Option Trading

<details>
<summary>Option Strategies</summary>

- Bear Call Spread
- Bear Put Spread
- Bull Call Spread
- Bull Put Spread
- Call Backspread
- Covered Call
- Iron Butterfly
- Iron Condor
- Long Butterfly with Calls
- Long Butterfly with Put
- Long Calendar Spread with Calls
- Long Calendar Spread with Put
- Long Call
- Long Put
- Long Straddle
- Married Put
- Protective Collar
- Short Call
- Short Put
- Short Straddle

</details>
</details>

## Fundamental Analysis

☑ [Value Investing](https://github.com/astro30/valinvest)  
☐ Growth at a reasonable price (GARP)  
☐ Growth Investing  
☐ Income investing

<details>
<summary>Ratio Analysis</summary>

- **Liquidity Ratio**
  
  - Cash Ratio
  - Quick Ratio (acid test)
  - Current Ratio
  
- **Solvency Ratio**
  
  - Interest Coverage Ratio
  - Debt to Assets Ratio
  - Equity Ratio
  - Debt to Equity Ratio
  
- **Profitability Ratio**
  
  - Profit Margin
  - Return on Equity (ROE)
  - Return on Assets (ROA)
  
- **Leverage Ratio**
  
  - Debt Ratio
  - Debt to Equity Ratio (D/E)
  - Debt Service Coverage Ratio (DSCR)
  - Interest Coverage Ratio
  
- **Market Ratio**
  
  - Assets Turnover Ratio
  - Dividend Payout Ratio
  - Dividend Yield
  - Inventory Turnover Ratio
  - Payables Turnover Ratio
  - Price-to-Book (P/B) Ratio
  - Price-to-Earnings (P/E) Ratio
  - Price-to-Sales (P/S) Ratio
  - Price/Earning-to-Growth (PEG) Ratio
  - Receivables Turnover Ratio
  
- **Efficiency Ratio**
  
  - Account Receivable Turnover
  - Accounts Payables Turnover
  - Fixed Assets Turnover
  - Inventory Turnover
  - Total Asset Turnover
  - Working Capital Turnover
  
- **Coverage Ratio**
  
  - Asset Coverage Ratio
  - Debt Service Coverage Ratio
  - Interest Service Coverage Ratio
  - Total Cash Flow Coverage Ratio
  - Total Cash Flow Coverage Ratio
  - Total Fixed Charge Coverage Ratio
  
- **Market Prospect Ratio**
  
  - Book Value per Share
  - Dividend Yield
  - Earnings per Share
  - Market Value per Share
  - Market to Book Ratio
  - Price/Earnings (PE) Ratio

- **DuPont Analysis**

- Asset Turnover Ratio
  - Equity Multiplier
  - Financial Leverage
  - Net Profit Margin
  
</details>

## Technical Analysis

☐ Momentum  
☐ Trend  
☐ Volatility  
☐ Volume

## Portfolio Management

☑ [Portfolio Optimization](https://github.com/robertmartin8/PyPortfolioOpt)  
☑ [Portfolio Visualizer](https://www.portfoliovisualizer.com/)  
☑ [Portfolio Management Journal](https://jpm.pm-research.com/)

## Risk Management

☐ Backtesting and Trade Forensics  
☐ Credit Value Adjustment  
☐ Hedging  
☐ Mark to Market  
☐ Profit/Loss  
☐ Value-at-Risk

## Asset Allocation

☑ [Portfolio Theory](https://github.com/RamonWill/portfolio-management-project)  
☐ Kelly Criterion  
☐ Martingale  
☐ Anti-Martingale

## Artificial Intelligent

☐ Deep Learning  
☐ Financial Sentiment Analysis  
☐ Reinforce Learning  
☑ [Deep Neural Network](https://github.com/AlgoTraders/stock-analysis-engine)  
☑ [Recurrent Neural Network](https://github.com/TatevKaren/recurrent-neural-network-pricing-model)  
☑ [Time Series Forecasting](https://github.com/jinglescode/time-series-forecasting-tensorflowjs)  
☑ [Others](https://github.com/firmai/financial-machine-learning)

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