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returns

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FinQuant

I perform time series analysis of data from scratch. I also implement The Autoregressive (AR) Model, The Moving Average (MA) Model, The Autoregressive Moving Average (ARMA) Model, The Autoregressive Integrated Moving Average (ARIMA) Model, The ARCH Model, The GARCH model, Auto ARIMA, forecasting and exploring a business case.

  • Updated Apr 8, 2020
  • Jupyter Notebook

Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for development set, final cross-validation in test set; Calculates model’s annualized return, improvement from buy/hold, percent profitable trades, profit factor, max drawdown

  • Updated Apr 18, 2020
  • Python
CPP-Fundamentals

Performed base file system operations from the Linux Command Line Enviroment when implementing programs. Derived and employed basic algoritms from given problems Demonstrated basic programming concepts and constructs such as for/while/do-while loops, primative data types i.e. long, short, int, double, strings, char, arrays, pointers, variables, …

  • Updated Mar 29, 2022
  • HTML

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