jevonchy Goto Github PK

followers: 7.0 following: 8.0 repos: 20.0 gists: 0.0

Name: Jevon

Type: User

Jevon's Projects

alpha-research-factor-modeling

Researched and generated multiple alpha factors. I formulated my portfolio optimization by working with constraints like risk models, leverage, market neutrality, and limits on factor exposures.

azure-ci-cd-pipeline

Established a Continuous Integration/Continuous Delivery (CI/CD) pipeline that deploys a Flask Machine Learning application using Azure Pipelines to Azure App Services.

azure-quality-assurance

Built a systemic application monitoring process based on alert triggers using MS Azure.

azure-web-server

Wrote a Packer and Terraform template to deploy a customizable, scalable IaaS web server in MS Azure.

backtesting

Constructed an OHLC data feed and a backtesting framework.

breakout-strategy

Built and evaluated a breakout signal running statistical tests to test for normality and to find an alpha.

coffeeratio

Artesian application that help brewers brew their coffee by calculating the grams of water needed, and run a timer all on the same screen.

combine-signals-for-enhanced-alpha

Created a model for the S&P 500 and its constituent stocks using semi-structured market data. I ranked and selected stocks to construct a long/short portfolio based on the prediction results.

crepecorner

A crêpe food delivery service iOS application built with SwiftUI to your door.

Built a deep neural network to process and interpret news data. Constructed and trained LSTM networks for classifying sentiments and ran backtests then apply the models to news data for signal generation.

iexpense

An expense tracking iOS application built with SwiftUI.

kubernetes-microservice

Operationalized a fault-tolerant machine learning microservice API using AWS, Kubernetes, and Python/Flask.

machine-translation

Built a deep neural network (DNN) that functions as an end-to-end machine translation pipeline. The pipeline accepts english text as input and returns the French translation.

optimizing-azure-ml-pipeline

Built and optimized an Azure ML pipeline leveraging AutoML, hyperparameter tuning and a provided scikit-learn model.

sentiment-analysis-using-nlp

Worked with corporate 10Q and 10K filings and applied NLP to generate company-specific sentiments. I used those sentiments to came up with trading strategies, and measured the performance of those strategies.

smart-beta-portfolio-optimization

Created two portfolios using smart beta methodology and optimization. I evaluated the performance of the portfolios by calculating tracking errors.

speech_recognizer

I built a deep neural network that functions as part of an end-to-end automatic speech recognition (ASR) pipeline.

trading-with-momentum

Implemented a momentum trading strategy and tested for profitability working with historical data of stocks generating a trading signal based on a momentum indicator.

wesplit

WeSplit is an iOS payment spending calculator application built with SwiftUI.

youtune

A microblogging, social audio application owned by Boudicca, Inc.

jevonchy Goto Github PK

Jevon's Projects

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