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@GTSF-Quantitative-Sector

GTSF-Quantitative-Sector

Quantitative Sector within GTSF Student Investments Committee

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  1. polygon-io-backtester polygon-io-backtester Public

    Backtesting framework developed for the GTSF Investments Committee Quant Sector using data from Polygon.io

    Python 4

  2. Polygon-io-RMI Polygon-io-RMI Public

    Fetch RSI and RMI for a stock using Polygon.io API

    Python 3

  3. sec_parser sec_parser Public

    Engine to parse SEC EDGAR data.

    Python 3

  4. sarima_forecast sarima_forecast Public

    Jupyter Notebook 1

  5. vc2_webapp vc2_webapp Public

    Easily calculate VC2 Score. GT Student Investments Committee Quantitative Sector Project.

    HTML

  6. Trade-Analysis Trade-Analysis Public

    To determine which of our recent trades (current and past semester) are currently outperforming their sector etf. If the trades are currently open (have not been closed by selling shares), the sect…

    Python

Repositories

Showing 10 of 13 repositories
  • sec_parser Public

    Engine to parse SEC EDGAR data.

    GTSF-Quantitative-Sector/sec_parser’s past year of commit activity
    Python 3 LGPL-3.0 0 0 0 Updated Jan 29, 2025
  • GTSF-Quantitative-Sector/sarima_forecast’s past year of commit activity
    Jupyter Notebook 1 0 0 0 Updated Nov 11, 2024
  • fixed-income-sma Public

    SMA Crossing Strat

    GTSF-Quantitative-Sector/fixed-income-sma’s past year of commit activity
    Jupyter Notebook 0 0 0 0 Updated Apr 15, 2024
  • GTSF-Quantitative-Sector/Gamma-Scalping’s past year of commit activity
    Jupyter Notebook 0 0 0 0 Updated Apr 9, 2024
  • g-score Public
    GTSF-Quantitative-Sector/g-score’s past year of commit activity
    Jupyter Notebook 0 0 0 0 Updated Nov 28, 2023
  • polygon-io-backtester Public

    Backtesting framework developed for the GTSF Investments Committee Quant Sector using data from Polygon.io

    GTSF-Quantitative-Sector/polygon-io-backtester’s past year of commit activity
    Python 4 0 0 0 Updated May 1, 2023
  • GTSF-Quantitative-Sector/Dynamic-Correlation’s past year of commit activity
    Python 0 1 0 0 Updated Apr 18, 2023
  • Polygon-io-RMI Public

    Fetch RSI and RMI for a stock using Polygon.io API

    GTSF-Quantitative-Sector/Polygon-io-RMI’s past year of commit activity
    Python 3 0 0 0 Updated Apr 11, 2023
  • Dynamic-Correlation-2 Public

    Improving upon first Historical Correlation.

    GTSF-Quantitative-Sector/Dynamic-Correlation-2’s past year of commit activity
    Python 0 0 0 0 Updated Nov 29, 2022
  • GTSF-Quantitative-Sector/Black-Litterman-Model’s past year of commit activity
    Python 0 1 0 0 Updated Apr 26, 2022

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