- š Hi, Iām @oscarm417
- š Looking to build large, impactfull applications.
- š« How to reach me at [email protected]
oscarm417 Goto Github PK
Name: Oscar Morales
Type: User
Bio: Just a Coder
Location: New York
Name: Oscar Morales
Type: User
Bio: Just a Coder
Location: New York
Scrappes all available coins, and downloads all coin price data for the past year.
Using chunk based ARIMA model to quickly forecast Power grid PMU data in the hopes of detecting anomalies
Compiled list of profitable backtests.
Scans the market for strong breakouts out of a range. Based on the book quantitative momentum, 52 breakouts yield a higher return than any other type of momentum strategy that looks at historical momentum. This script get scans for high volume breakouts, which usually indicate something fundamental has changed, hence why investors are buying in large quantities.
Finds calls that offer the highest premiums, which will offer the highest returns on covered calls
Dashboard created in R shiny to view data statistics, and conduct basic linear regressions through a GUI. Originally made this for a job interview, but I made a general application that makes it useful to analyze any inputted data.
Simple App game
Straddles BackTest on Earnings
Looks at a stocks historical earnings performance.
This package helps identify and remove duplicate records from large data sets. Additionally, you can adjust the similarity of thresholds, to identify approximate matches. This was created for identifying duplicate submissions for class action lawsuits. Hope this helps you clean your data sets, identify duplicate records, or standardize data.
Identifies Alpha & Beta for equities
The Hurst exponent tries to quantity momentum, random walk, and mean reversion. Not necessarily a backtest, but more of an analyses on how the Hurst exponent behaves. Based on preliminary tests, in order to match the S&P500 return using the hurst exponent one needs to leverage 3x in order to get the same return. However, the risk adjusted over long periods seem to compensate. This strategy could likely be replicated buying UPRO or other triple leveraged stocks.
IMC Trading Competition Code
Starter repo for task 1 of the JPMC software engineering program
Starter repo for task 1 of the JPMC software engineering program
Starter repo for task 1 of the JPMC software engineering program
Tests a long short portfolio, which tries to capitalize on the January effect, and the mean reversion properties of stocks. Shorting the best performing the past 5 years, and going long the worst performing in the last 5 years. Returns seems to be higher during January.
Research and Implementation of Market Making in the crypto markets
Constructs portfolios to optimize expected return based on a given level of risk.
This backtest tries to find the best look back and forward period to trade a stock in order to capitalize on the autoregressive nature of some stocks. Momentum seems to work best after the tax period, and before December. This likely is due to tax reasons.
Downloads all stock data using multiple threads to speed up download speeds from 1 hour to less than 8 minutes.
My resume website
Applying network science to a netwokr model of the stock market.
Plots an options price over a range of stock prices
Config files for my GitHub profile.
A declarative, efficient, and flexible JavaScript library for building user interfaces.
š Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. ššš
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ā¤ļø Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.