A comprehensive rolling regression analysis notebook using Fama-French factors and industry portfolios. Demonstrates dynamic CAPM estimation, time-varying parameter analysis, structural break detection, and practical applications in finance with Python.

Study of the impact of monetary policy and central bank sentiment on gold price dynamics. Built a dataset combining quantitative market variables and qualitative FOMC-statement features, then evaluated predictive power through rolling Ridge regression and GARCH models.

Previsioni degli incassi dei ristoranti, basata sull'analisi della situazione pandemica italiana. Sono stati applicati modelli ARIMA, rolling regression e si è sperimentato l'approccio ai modelli misti.

Developed a quantitative portfolio strategy using equal-weight allocation across S&P 500 constituents, evaluating rebalancing effects, transaction costs, and factor-driven performance differences versus cap-weighted benchmarks.