QuantyZen: Teaching Quantitative Finance
Through Real Projects

By Harsh Byjesh — Aspiring Quantitative Trader.

10 hands-on projects blending rigorous math, code, and trading impact — open-sourced to empower under-resourced students.

Explore Projects Source on GitHub

#01 — Momentum vs Mean-Reversion

Compare momentum and mean-reversion under costs with robust backtests and drawdowns.

#02 — Portfolio Optimization & Risk Parity

Trace efficient frontier; contrast max-Sharpe, min-vol, and risk-parity.

#03 — Pairs Trading with Cointegration & Z-score

Build a cointegration-driven pairs engine and study z-score entries/exits.

#04 — Options Volatility (IV Surface & Smile)

Compute IV; plot smiles/surfaces; simulate covered calls.

#05 — Machine Learning for Markets

Apply a simple ML model; evaluate ROC, equity curve, and generalization.

#06 — Sharpe Ratio Optimization

Optimize weights for max Sharpe; study return–vol trade-offs.

#07 — Monte Carlo Option Pricing

Simulate GBM paths; price options; analyze convergence & distributions.

#08 — Value at Risk (VaR) & Expected Shortfall

Estimate historical VaR/ES and visualize return distributions.

#09 — CAPM & Fama–French Factors

Regress returns on factors; inspect betas, residuals, and performance.

#10 — Daily Returns & Volatility

Analyze price/returns, rolling Sharpe & vol, and drawdowns.