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Anthony Morast

Software Engineer, Mathematician, Computer Scientist, Parent, and Life-long Amateur

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A Primer on Latin Squares With Some Research Objectives

Posted in C++, Mathematics, Science By amorast

Deviating from my usual content, in this post I’m going to provide some necessary knowledge for working with a combinatorial object known as a Latin square. These objects were the centerpiece of my (IMO poorly…

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Updated on February 24, 2021

Building Machine Learning Ensembles in Python

Posted in Artificial Intelligence, Python By amorast

Ensemble learning is a process used in deep learning wherein multiple models, or experts or classifiers, are combined in an ensemble to improve forecasting results. Each individual model in the ensemble, once trained, produces a…

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Updated on February 12, 2021

Finding Undervalued Sectors in the Stock Market

Posted in Finance, Industrial/Professional, Python By amorast

For an investor making investment decisions based on the underlying fundamentals of a company, i.e. fundamental analysis, finding companies to buy can be a daunting task. With ~3,600 publically listed companies in the United States…

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Updated on January 25, 2021January 25, 2021

Building Redundancy Into Data Gathering for My Stock Data API

Posted in Finance, Industrial/Professional, Python By amorast

In a previous post, I wrote about an API I have created to retrieve data for stocks belonging to the Russell 2000 and S&P 500 indexes. One glaringly obvious issue with the data-gathering techniques discussed…

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Updated on January 3, 2021

Creating a Database with an API (Stock Price Data)

Posted in Finance, Industrial/Professional, JavaScript, Python, R By amorast

NOTE: because I live in Montana (and was too lazy to deal with time zones) the data stored in this database (therefore, the dates and times passed to the API endpoints) are recorded in Mountain…

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Updated on December 8, 2020December 9, 2020

Improving GBM Stock Path Generation With Exponentially Weighted Statistics

Posted in Finance, Industrial/Professional, Python By amorast

In a recent post, I wrote about using Monte Carlo simulations to determine the likelihood of a stock option being profitable by generating multiple paths using Geometric Brownian Motion (GBM) and computing some statistics of…

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Updated on November 12, 2020

Retrieving Historical Stock Data in C++

Posted in C++, Finance, Industrial/Professional By amorast

Examples abound of multiple different ways to retrieve historical stock data in Python using many different sources. I have personally written about an API I created which downloads the data from Yahoo Finance and have…

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Updated on October 9, 2020October 9, 2020

Simulating Stock Prices Using Geometric Brownian Motion

Posted in Finance, Industrial/Professional, Python By amorast

Disclaimer: This project/post is for fun/education please don’t use the results of this project to make investment decisions. If you chose to ignore this disclaimer and do just that I am not responsible for the (very…

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Updated on September 30, 2020

DataTables: A C++ Tabular Data Structure Project

Posted in Artificial Intelligence, C++, Industrial/Professional By amorast

This project’s GitHub can be found here. Quick-Nav: Implementation, Installation, Examples, Future Work For statistical programming languages or languages with good statistics processing libraries, the DataFrame is an essential structure. Most features of these languages…

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Updated on August 26, 2020

Time Series Forecasting: The Most Basic Models

Posted in Finance, Mathematics, R By amorast

What is Time Series Forecasting? A time series is a collection of observations made sequentially through time, e.g. the value of a company’s stock. Time series forecasting is the practice of making predictions based on…

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Updated on July 15, 2020July 16, 2020

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