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Achievement: Pair ExtraordinaireAchievement: Pull Sharkx2Achievement: YOLOAchievement: Quickdraw

Achievements

Achievement: Pair ExtraordinaireAchievement: Pull Sharkx2Achievement: YOLOAchievement: Quickdraw

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  1. btc-sjc-vnindex-risk-analysis btc-sjc-vnindex-risk-analysis Public

    Volatility (ARMA-EGARCH), correlation (CCC/DCC-GARCH) and time-varying risk spillovers (TVP-VAR connectedness) among Bitcoin, SJC gold and the VN-Index, 2023-2026.

    Jupyter Notebook

  2. goldvn-data-pipeline goldvn-data-pipeline Public

    Data pipeline for Bitcoin (VND-converted), SJC gold, and VN-Index: cleans, aligns, and computes log-returns for econometric and financial modeling

    Python

  3. classic-factor-zoo-vn classic-factor-zoo-vn Public

    Do classic equity factors (Value, Momentum, Size, Quality, Low-volatility) earn a premium in Vietnam? Monthly factor panel for 50 HOSE/HNX stocks.

    Python