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gusamarante/README.md

Gustavo Amarante

More about me on my website

Currently working in the Asset Allocation team at BWGI, and pursuing a PhD in Economics at Insper. I hold a master’s degree in economics from PUC-Rio and a bachelor’s from Insper, and more than a decade of experience working with financial markets.

My main interests are empirical finance and systematic strategies. I also enjoy developing Python libraries to support research in finance and macroeconomics.

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  1. dsgepy dsgepy Public

    Calibrate, estimate and analyze linearized DSGE models.

    Jupyter Notebook 35 23

  2. bayesfm bayesfm Public

    Bayesian Fama-MacBeth

    Python 11 5

  3. pyacm pyacm Public

    Implementation of "Pricing the Term Structure with Linear Regressions" from Adrian, Crump and Moench (2013)

    Jupyter Notebook 22 3