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Projects

Here are some of my current and previous projects.

Trading Algorithm - SAV

Current

SAV is the name of an algorithm that designed to place trades off of a macroeconomic inefficiency I hypothesized.

I have written an algoriithmic trading system in python to take advantage of SAV.

 

The system:

-Collects and processes data

-Makes decisions based off of the data processed data

-Bridges Python and Meta Trader

-Documents raw and processed data as well as trades

-Reconciles trades after market closes

-Communicates with me via text message

The code I use to run SAV is on GitHub (excluding the logic of course!)

You can view the weekly updated trading performance as well!

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Stock Portfolio

Current

I am in the process of performing historical analysis of hypothetical stock portfolio to analyze performance (mainly CAGR and drawdown) using 3 main ideologies:

- Mean reversion

- Momentum

- Market cap

This is done by an index such as DIJA, NASDAQ100, or S&P500 and choosing a yearly rebalancing date.

 

The constituents on a juncture are assigned a rating, which will allow for a portfolio to be created.

The idea behind using indexes is that it provides us with a consistent basket of stocks to pick from historically and into the future.

What is taking a lot of time to circumvent is the lack of data on delisted stocks and the consequent reconciliation required on their historical data.

Preliminary analysis performed suggested  a 20-50% increase in CAGR when compared to the parent index. Comparative drawdown is unknown.

Automated Stock Screener

Previous

Role Title

One of the first  projects I worked on was in 2021. I created a webscraper that took data from finviz.com for a specific screener and would put the stock tickers in a text document.

photos/finviz.png
bottom of page
photos/Logo.jpg

Projects

Here are some of my current and previous projects.

Trading Algorithm - SAV

Current

SAV is the name of a macroeconomic inefficiency I hypothesized.

I have written an algoriithmic trading system in python to take advantage of SAV.

The system:
-Collects and processes data
-Makes decisions based off of the data processed data
-Bridges Python and Meta Trader
-Documents raw and processed data as well as trades
-Reconciles trades after market closes
-Comomunicates with me via text message

The code I use to run SAV is on GitHub (excluding the logic of course!)

You can view the weekly updated trading performance as well!

Stock Portfolio

Current

I am in the process of performing historical analysis of hypothetical stock portfolio to analyze performance (mainly CAGR and drawdown) using 3 main ideologies:
- Mean reversion
- Momentum
- Market cap

This is done by an index such as DIJA, NASDAQ100, or S&P500 and choosing a yearly rebalancing date.

The constituents on a juncture are assigned a rating, which will allow for a portfolio to be created.

The idea behind using indexes is that it provides us with a consistent basket of stocks to pick from historically and into the future.

What is taking a lot of time to circumvent is the lack of data on delisted stocks and the consequent reconciliation required on their historical data.

Preliminary analysis performed suggested a 20-50% increase in CAGR when compared to the parent index. Comparative drawdown is unknown.

Automated Stock Screener

Previous

One of the first projects I worked on was in 2021. I created a webscraper that took data from finviz.com for a specific screener and would put the stock tickers in a text document.