This page lets you enter multiple stock tickers (eg. AAPL, MSFT, GOOGL) and even portfolio expressions (eg. 1.75*NVDA+2.5*AMZN+5.5*KO) and compare their returns visually against a benchmark (like SPY). It’s built with Python and Flask on the backend. Data comes from Yahoo Finance via the yfinance library, pandas crunches the numbers, and matplotlib generates the plots….
Category: Finance
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