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Jon R. Taylor, Ph.D.'s Projects

fl_covid_data_notebooks icon fl_covid_data_notebooks

Gather Florida's Covid data directly from the ARCGIS REST API and save them as CSV files to your computer.

global-market-profiles icon global-market-profiles

Comparative analysis of stock market characteristics for 17 countries, including number of listings, short sale availability, volatility, distribution of sectors, etc.

jonrtaylor.github.io icon jonrtaylor.github.io

Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes

kitchensink-ml icon kitchensink-ml

Machine learning strategy that trains the model using "everything and the kitchen sink": fundamentals, technical indicators, returns, price levels, volume and volatility spikes, liquidity, market breadth, and more. Runs in Moonshot. Utilizes data from Sharadar and IB.

numerox icon numerox

Numerai tournament toolbox written in Python

pipeline-tutorial icon pipeline-tutorial

In-depth walkthrough of Pipeline, an API for filtering and performing computations on large universes of securities. The Pipeline API is part of Zipline but can also be used on a standalone basis.

quant-finance-lectures icon quant-finance-lectures

Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.

zipline-intro icon zipline-intro

Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equities. Uses free sample data.

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