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tonys20 Goto Github PK

followers: 1.0 following: 1.0 repos: 7.0 gists: 0.0

Name: Tony S

Type: User

Company: Simon Fraser University

Bio: I'm a passionate technologist who loves financial data analysis and econometric modeling. Connect with me on LinkedIn if you share the same interests!

Location: Vancouver, Canada

Tony S's Projects

ann_lowleveltf icon ann_lowleveltf

implementation of neural network ML algorithm with mnist data as an example usage. Will add parameter tuning functionality in the future.

math_painter icon math_painter

Simple toy CLI project to visualize shapes with specified coordinates and dimensions on a canvas.

ml_ief_replication icon ml_ief_replication

This repository contains replication code for the paper "Machine Learning and the Implementable Efficient Frontier"

pyfin icon pyfin

***Ongoing Project Very Early Stage*** This package will be a practical tool for quantifying relationships among economic variables that provides robust methodologies to validate statistical models.

pytrade icon pytrade

***Ongoing Project 60% progress*** The package offers functionalities in trading strategy backtesting, basic data import through API's, and exploratory analysis and visualization.

vix_strategy icon vix_strategy

VIX futures term structure strategy hedged with e-mini futures, using IBKR API

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