Skip to content
View shreyasxi's full-sized avatar
3 followers · 3 following

Block or report shreyasxi

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Maximum 250 characters. Please don't include any personal information such as legal names or email addresses. Markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
shreyasxi/README.md
  • 👋 Hello, I am Shreyas! I'm an MSc Finance candidate at Warwick Business School
  • 📚 My areas of interest are quantitative finance, financial econometrics, macroeconomics and financial markets.
  • 🌱 I am proficient in R, Python and have working knowledge of MATLAB and Stata
  • 📫 Super chatty on most topics! Feel free to ping me on Linkedin or drop me an Email, see you!

Pinned Loading

  1. ecb-narrative-tone-market-impact-thesis ecb-narrative-tone-market-impact-thesis Public

    This repository contains the full, reproducible materials for my MSc Finance thesis on ECB narrative tone and market impact. The thesis examines the heterogeneous effects of ECB communication tone …

    Jupyter Notebook 1

  2. PEAD-Anomaly-in-US-Equities PEAD-Anomaly-in-US-Equities Public

    This repository explores whether earnings surprises predict stock returns in US markets (2000–2023). It uses an event study approach and tests for abnormal returns under different asset pricing mod…

    Jupyter Notebook

  3. Return-Predictability-and-Fund-Evaluation Return-Predictability-and-Fund-Evaluation Public

    This repository explores return predictability using volatility measures and evaluates fund performance through Fama-French factor models. It also includes a custom portfolio analysis of the “Magni…

    Jupyter Notebook

  4. Forecasting-and-Backtesting-Risk-Models-for-FX-Portfolios Forecasting-and-Backtesting-Risk-Models-for-FX-Portfolios Public

    This repository evaluates the performance of volatility and Value-at-Risk (VaR) models in forecasting risk for two portfolios: an equally weighted portfolio of nine developed market currencies and …

    R 1

  5. Asset-Pricing-in-the-Bond-Market Asset-Pricing-in-the-Bond-Market Public

    Building on the extensive body of research exploring risk factors in equity markets, we evaluated multiple factor models to explore the determinants of risk premia in the corporate bond market.

    R