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1. grt-strategy-lab grt-strategy-lab Public

   Repository for researching and developing quantitative trading strategies

   Jupyter Notebook 1

2. Financial-Time-Series Financial-Time-Series Public

   Central repository for implementing various time series forecasting models with financial data. Models to explore include at least ARIMA, VAR, FB Prophet, and LSTM. Latest update is a simple LSTM m…

   Jupyter Notebook 1

3. Macro-Research Macro-Research Public

   General repo for macroeconomic research. Latest piece is an analysis of yield curve inversions and whether or not they predict recessions.

   Jupyter Notebook

4. Wheat-Futures-Market-Analysis Wheat-Futures-Market-Analysis Public

   Using machine learning to analyze and predict commodity prices. Originally presented as my capstone project for a data science bootcamp. I am working on an improved version; currently building out …

   Jupyter Notebook 5

5. Probability-Statistics-Sandbox Probability-Statistics-Sandbox Public

   Various projects to explore concepts in probability and statistics. Includes code from analysis of the St. Petersburg paradox, random walks, and implied volatility of stock prices.

   Jupyter Notebook 2

6. Coffee-Futures-Market-Analysis Coffee-Futures-Market-Analysis Public

   Repository for project aimed at predicting coffee prices. Currently working through exploratory data analysis and looking for useful predictors.

   Jupyter Notebook 1 1