Forecasting Housing Prices using Regimes and Weighted Ensembles
Using supervised, and unsupervised machine learning to forecast monthly median sale prices in Washington County OR.
Forecasting Housing Prices using Regimes and Weighted Ensembles
Stat-arb trading with crypto and ML
Utilizing ML in traditional cointegrated spread trading of cryptocurrencies.
Utilizing Composition Monte Carlo Come Earnings Season
Predicting stock movement via composition monte carlo based on historical earnings moves.
Comparing asset-allocation procedures
Backtesting portfolios constructed through Mean-Variance, Mean Absolute Deviation, and CVaR
Statistical Arbitrage through Cointegration
Using the Two-Step method in finding possible statistical arbitrage opportunities in the S&P500
Price Forecasting using Monte Carlo simulations
Monte Carlo price forecasting using Normal vs Laplace distribution on historical pricing data.
Financial Simulation
Building a frame work on the research side to test which parameters are important when constructing a portfolio.
More Smirk Than Smile
Looking at the supposed volatility smile in equities
Hedge Finder
Building a script that finds a quantitative hedge to your current positions
Sector Extensions
Qualitative search of over/under extensions of and within sectors
Senior Thesis
Oregon State University
Lagrangian Mechanics Description of an Economic System