Repositories list

• sec_parser

  Public
  Engine to parse SEC EDGAR data.

  Python

  •

  GNU Lesser General Public License v3.0

  •0•3•0•0•Updated Jan 29, 2025Jan 29, 2025

• sarima_forecast

  Public
  Jupyter Notebook

  •0•1•0•0•Updated Nov 11, 2024Nov 11, 2024

• fixed-income-sma

  Public
  SMA Crossing Strat

  Jupyter Notebook

  •0•0•0•0•Updated Apr 15, 2024Apr 15, 2024

• Gamma-Scalping

  Public
  Jupyter Notebook

  •0•0•0•0•Updated Apr 9, 2024Apr 9, 2024

• g-score

  Public
  Jupyter Notebook

  •0•0•0•0•Updated Nov 28, 2023Nov 28, 2023

• polygon-io-backtester

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

  Python

  •0•4•0•0•Updated May 1, 2023May 1, 2023

• Dynamic-Correlation

  Public
  Python

  •1•0•0•0•Updated Apr 18, 2023Apr 18, 2023

• Polygon-io-RMI

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

  Python

  •0•3•0•0•Updated Apr 11, 2023Apr 11, 2023

• Dynamic-Correlation-2

  Public
  Improving upon first Historical Correlation.

  Python

  •0•0•0•0•Updated Nov 29, 2022Nov 29, 2022

• Black-Litterman-Model

  Public
  Python

  •1•0•0•0•Updated Apr 26, 2022Apr 26, 2022

• 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 sector outperformance should be live as price changes every day. If trades have been closed, we should display statically the performance of that trade vs…

  Python

  •0•0•0•0•Updated Nov 29, 2021Nov 29, 2021

• Up-vs.-Down-Capture

  Public
  Calculating the capture of various securities in different market conditions relative to the benchmark.

  Python

  •2•0•0•0•Updated Nov 1, 2021Nov 1, 2021

• vc2_webapp

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

  HTML

  •0•0•0•0•Updated Feb 5, 2021Feb 5, 2021