Quantitative and data-driven coursework and research — models, code, and papers. By Federico Galli (with project teammates credited in each document).
| Project | What it is | Key files |
|---|---|---|
fixed-income-market-risk/ |
Market risk (VaR) for a fixed-income portfolio: duration-preserving cash-flow clumping, historical simulation, and hybrid approach | Excel model, slide deck |
momentum-funds-analysis/ |
Analysis of AQR momentum funds, 1927–2008 returns, portfolio strategies, conditional performance (Theory of Finance) | Report PDF, Excel workbook |
big-data-political-strategy/ |
Harnessing data analytics for political strategy: demographic & socioeconomic targeting in U.S. presidential elections | Report PDF |
marketing-analytics/ |
Two marketing analytics research projects: social media marketing study, and Decoding Organisational Resilience (drivers across sectors and economic periods) with full Python/notebook code and data | Report & presentation PDFs, Jupyter notebooks, Python script, CSV dataset |
The econometrics paper on Trade Policy Uncertainty lives in its own repo: Econometrics-TPU-Paper.
Note:
marketing-analytics/organisational-resilience/marketing_project.pyreferences a local Excel file by absolute path; the equivalent data ships in the same folder asMarketing_Insight.csv.