Posts

Decision Boundary for a Series of Machine Learning Models

I train a series of Machine Learning models using the iris dataset, construct synthetic data from the extreme points within the data …

Machine Learning (XGBoost) Time-Series Classification Trading Strategy

I construct a series of time-series features from the literature and apply a novel XGBoost model to predict the next days price of a …

Quantitative Analytics: Optimal Portfolio Allocation

I cover a number of portfolio optimisation models using R from the literature, the portfolio allocation models might be extended to the …

Quantitative Trading Strategies using quantmod

A simple backtested Bollinger-Band strategy and Directional Movement Index (ADX) strategy.

Factor Modeling in R

I break down some popular and fundamental models from quantitative finance & engineering, construct some factor analysis on a …

Time Series Classification Synthetic vs Real Financial Time Series

I analyse the difference between two time series and obtain a 67% accuracy (on anonymous data)

Learning the Quantstrat and Blotter packages

I generate a rolling logistic backtesting function which outputs predicted probabilities, based on these probabilities I construct …

Need for Funds (NFO) and Working Capital (WC) Calculations

I use managerial finance and corporate finance methods to scape and analyse fundamental data from yhaoo and analyse companies DuPont, …

Series of Hackerrank Competitions

I show my solutions to a few Hackerrank competitions/problems I had completed and discuss the models and solutions.

Fundamental Financial Ratios in R

An analysis of company financial statements: Book-Value-Equity, EBITDA, Enterprise Value, Market-Book, DuPont anaysis.

Kalman Smoothing for Time Series Missing Value Imputation

I use the na_kalman function from the imputeTS package to impute randomly generate missing stock prices.

RStudio Server on Amazon Web Services

A short read on how to install RStudio using bash commands on an Amazon AWS instance.

Scraping Yahoo Finance IPO Data

I compute the money left on the table for companies listed on the yahoo finance IPO calendar.

Sending nohup commands to R scripts

I briefly discuss how I use nohup commands to run R files, save the errors and outputs to file

Tracking NVDA's share price

Nvidia’s stock was outperforming it’s industry peers during 2017 - 2019. I analyse their performance.