Developing a successful trading algorithm is about finding the right balance between capturing market gains and managing risks. In this capstone project for the Flatiron School Data Science Bootcamp, I created and refined a QuantConnect trading algorithm that combines a dynamic strategy for SPY with a risk-managed approach for TQQQ. The goal was to optimize…
Author: Blake
Tweet Sentiment Classifier
https://github.com/brayvid/tweet-sentiment-classifier My Flatiron School Data Science Bootcamp Phase 3 Project was to address the business problem of brand reputation management by monitoring and analyzing Twitter sentiment. The goal was to develop a machine learning model that can correctly classify tweets as positive, negative, or neutral, and provide insights to improve brand perception and engagement strategies….
Skyrim Alchemy Optimizer
This is a Colab notebook which can be used to maximize alchemy profitability using the ingredients you have on hand in The Elder Scrolls V: Skyrim. It uses integer linear programming from scipy.optimize.milp to determine which potions to make, and in what quantities, to maximize total value. It needs a csv file of the ingredients…
Route Optimizer App
Traveling salesman solver for delivery, alleycats and more. Give the app a list of addresses and it will return the optimal order to visit them to minimize travel time, and a map with the ideal route. https://routecat.netlify.app/ https://github.com/brayvid/routecat
Efficient Portfolio Construction
This is a Python implementation of Robert C. Merton’s efficient or minimum-variance portfolio algorithm from the paper An Analytic Derivation of the Efficient Portfolio Frontier (1972). Building on the work of Harry Markowitz, Merton describes a way to assign weights to a list of securities to make a portfolio that has the lowest variance in…
Boolean Network Animation
This Streamlit app animates the dynamics of a random boolean network, a collection of interconnected binary variables with a rule for determining the next state from the current one. https://github.com/brayvid/boolean-network
Covid Report App
View the latest Covid-19 case, hospitalization, and death trends for New York City in a simple web interface. https://covidreportnyc.netlify.app View on GitHub
Epidemic Simulator
Simulates a disease spreading through a community in random motion. Individuals are represented as points undergoing independent random walks in a bounded 2D environment. Parameters include: the population size, the average population density, the number of times to evolve the system, the number of trials to conduct, and the fraction of the available space that…