oscarm417 Goto Github PK

alt-crypto-coin-data-getter

Scrappes all available coins, and downloads all coin price data for the past year.

arima-anomaly-detection

Using chunk based ARIMA model to quickly forecast Power grid PMU data in the hopes of detecting anomalies

backtests

Compiled list of profitable backtests.

bitcoin-ticker-flutter

bmi-calculator-flutter

breakout-scanner

Scans the market for strong breakouts out of a range. Based on the book quantitative momentum, 52 breakouts yield a higher return than any other type of momentum strategy that looks at historical momentum. This script get scans for high volume breakouts, which usually indicate something fundamental has changed, hence why investors are buying in large quantities.

clima-flutter

covered-call-options-finder

Finds calls that offer the highest premiums, which will offer the highest returns on covered calls

data-stats-visualizer---r-shiney

Dashboard created in R shiny to view data statistics, and conduct basic linear regressions through a GUI. Originally made this for a job interview, but I made a general application that makes it useful to analyze any inputted data.

destini-challenge-starting

Simple App game

earnings-backtest

Straddles BackTest on Earnings

earnings-historical-performance

Looks at a stocks historical earnings performance.

fuzzy-data-matching

This package helps identify and remove duplicate records from large data sets. Additionally, you can adjust the similarity of thresholds, to identify approximate matches. This was created for identifying duplicate submissions for class action lawsuits. Hope this helps you clean your data sets, identify duplicate records, or standardize data.

hedging-alpha-beta

Identifies Alpha & Beta for equities

homescapewebsite

hurst-exponent-backtest

The Hurst exponent tries to quantity momentum, random walk, and mean reversion. Not necessarily a backtest, but more of an analyses on how the Hurst exponent behaves. Based on preliminary tests, in order to match the S&P500 return using the hurst exponent one needs to leverage 3x in order to get the same return. However, the risk adjusted over long periods seem to compensate. This strategy could likely be replicated buying UPRO or other triple leveraged stocks.

imc

IMC Trading Competition Code

jpmc-task-1

Starter repo for task 1 of the JPMC software engineering program

jpmc-task-2

Starter repo for task 1 of the JPMC software engineering program

jpmc-task-3

Starter repo for task 1 of the JPMC software engineering program

long-short-historical-return-backtest

Tests a long short portfolio, which tries to capitalize on the January effect, and the mean reversion properties of stocks. Shorting the best performing the past 5 years, and going long the worst performing in the last 5 years. Returns seems to be higher during January.

market-making-in-crypto-markets

Research and Implementation of Market Making in the crypto markets

markowitz-portfolio-optimization

Constructs portfolios to optimize expected return based on a given level of risk.

momentum-backtest-based-on-lookback-return

This backtest tries to find the best look back and forward period to trade a stock in order to capitalize on the autoregressive nature of some stocks. Momentum seems to work best after the tax period, and before December. This likely is due to tax reasons.

momentum-stock-indicator

multi-threaded-stock-data-download

Downloads all stock data using multiple threads to speed up download speeds from 1 hour to less than 8 minutes.

myresumewebsite

My resume website

network-science-application-to-the-stock-market

Applying network science to a netwokr model of the stock market.

options-calculator

Plots an options price over a range of stock prices

oscarm417

Config files for my GitHub profile.