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  1. FF3Factor FF3Factor Public

    Fama French 3 Factor Model

    Jupyter Notebook 41 35

  2. SupResGenerator SupResGenerator Public

    Automatically generate Support & Resistance Lines on charts

    Jupyter Notebook 20 9

  3. ML-KNearest-VXX ML-KNearest-VXX Public

    Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.

    Jupyter Notebook 15 15

  4. BondPortOptimization BondPortOptimization Public

    Create a portfolio of bond ETFs and optimize using BT (examples include momentum, mean variance optimization, equal weight, etc). For Fun & Proft

    Jupyter Notebook 9 1

  5. OptionsDashboard OptionsDashboard Public

    Using Ipywidgets and Plotly to build a dashboard and plot historical options prices.

    Jupyter Notebook 4 1

  6. FOFunds FOFunds Public

    Replication of S&P future return model based on FoF information:

    Jupyter Notebook 3 3