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septianbyk/README.md

About Me

  • 🌍 Interested in Data, Statistics, WEB3 and Financial Engineering
  • 🧮 Working on projects involving valuation modeling and market data analysis
  • ✍️ Sharing thoughts on finance & data on Threads
  • 🌱 Currently learning statistics and linear algebra

Tech Stack

Python PostgreSQL Pandas NumPy SciPy Google Apps Script


GitHub Stats


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  1. usdidr-ppp-garch-model usdidr-ppp-garch-model Public

    Quantitative model for USD/IDR fair value using PPP cointegration, error-correction (ECM), and GARCH volatility.

    Python 2

  2. sharpe-portfolio-optimizer sharpe-portfolio-optimizer Public

    Sharpe ratio screener & max-Sharpe portfolio optimizer — works with any ticker on the market

    Python