Finance Projects

1. Geopolitical Risk & Commodity Portfolio VaR

Tools: Python, yfinance, NumPy, pandas, matplotlib
Assets: VALE3, PETR4, PRIO3, GGBR4 (B3)
Methods: Historical VaR, Parametric VaR (95%), Rolling Volatility (63-day), Stress Correlation Matrix
→ View project

2. Portfolio VaR Calculation

Tools: Python, yfinance, NumPy, scipy
Assets: AAPL, KO
Methods: Historical VaR, Parametric VaR (95%), return distribution visualization
→ View notebook

3. Portfolio Risk vs. Return Analysis

Tools: Python, NumPy, pandas, matplotlib
Methods: Expected return, covariance matrix, portfolio weight simulation
→ View notebook

4. Time Series Analysis — Brazilian GDP

Tools: Python, pandas, plotnine
Methods: Historical time series construction, trend visualization
→ View notebook

5. Economic Viability of Projects — Part 1

Tools: Python, numpy-financial
Methods: Present Value (PV), sensitivity analysis across interest rates
→ View notebook

6. Economic Viability of Projects — Part 2

Tools: Python, numpy-financial, matplotlib
Methods: Net Present Value (NPV), Internal Rate of Return (IRR), IRR curve visualization
→ View notebook