Some years ago my wife bought me a few (6) Raspberry Pi 3 B+ single board computers for Christmas so that I could experiment with creating and managing clusters of computers (it’s what I’d asked…
Category: Industrial/Professional
Finding (Potentially) Undervalued Stocks in the Stock Market
In a previous post, I wrote about finding undervalued sectors in the stock market by determining the divergence of the sector from some representation of the market itself. This post was intended to be a…
Read more of Finding (Potentially) Undervalued Stocks in the Stock Market
Using Genetic Algorithms to Efficiently Trade the Wheel (Python)
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)
Finding Undervalued Sectors in the Stock Market
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
Building Redundancy Into Data Gathering for My Stock Data API
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
Creating a Database with an API (Stock Price Data)
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)
Improving GBM Stock Path Generation With Exponentially Weighted Statistics
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
Retrieving Historical Stock Data in C++
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…
Simulating Stock Prices Using Geometric Brownian Motion
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
DataTables: A C++ Tabular Data Structure Project
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