Software Engineer, Mathematician, Computer Scientist, Parent, and Life-long Amateur
The wheel is a loss-limited option selling strategy that is very effective at generating income in a portfolio. Typically when trading the wheel, stocks with weekly options are preferred since they fetch higher premiums (percentage-wise)…
Read more of Using Genetic Algorithms to Efficiently Trade the Wheel (Python)
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…
Read more of A Primer on Latin Squares With Some Research Objectives
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…
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…
Read more of Finding Undervalued Sectors in the Stock Market
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…
Read more of Building Redundancy Into Data Gathering for My Stock Data API
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…
Read more of Creating a Database with an API (Stock Price Data)
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…
Read more of Improving GBM Stock Path Generation With Exponentially Weighted Statistics
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…
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…
Read more of Simulating Stock Prices Using Geometric Brownian Motion
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…
Read more of DataTables: A C++ Tabular Data Structure Project