Chris IJ Hwang

I am a Quantitative Analyst/Developer and Data Scientist with backgroud of Finance, Education, and IT industry. This site contains some exercises, projects, and studies that I have worked on. If you have any questions, feel free to contact me at ih138 at columbia dot edu.

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Contents

Contents

Linear Regression(VBA, R, Python) Market Risk Analysis

Understanding CRSP indexes

Mean Variance Optimization examples(VBA, Python, Matlab)

Value at Risk on Apache Spark(Hadoop, Java, Python)