Projects
Here are some of my current and previous projects.
Trading Algorithm - SAV
CurrentSAV 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
PreviousOne 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.
