This page lets you enter multiple stock tickers (eg. AAPL, MSFT, GOOGL) and even custom portfolio expressions (eg. 0.5*NVDA, 0.25*AMZN, 0.25*KO) and compare their performance against a benchmark (eg. SPY) over any time period. It’s built with Python and Flask on the backend. Data comes from Yahoo Finance via the yfinance library, pandas crunches the…
Category: Finance
Quantitative trading algorithms, options pricing, and portfolio optimization and research tools.
TQQQ Trading Algorithm
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…
Efficient Portfolio
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…
Option Pricing
This is a set of MATLAB functions for calculating vanilla option prices, along with several examples of how the functions can be used. Developed from theory presented in Option Trading by Euan Sinclair. 🔗 View on GitHub