Andrew Mack's repositories
Financial-Modelling-in-R
A collection of scripts for modelling financial markets & options in R.
Sports-Modelling-in-R
A collection of R scripts for modelling sports.
crypto_forecasting_with_prophet
Basic cryptocurrency time-series forecasting with prophet library in R
Bayesian-Sports-Models
Bayesian Sports Models Repo
tidymodel_templates
Templates for Tidymodels
Shiny_Desktop_App
Quick and simple guide to packaging Shiny applications as a standalone Windows desktop program.
Twitter-Sentiment-Analysis
Classification of Tweets using machine learning models as being of positive sentiment or negative sentiment
Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
ATMF_IV
Config files for my GitHub profile.
Bayesian-Scoring-Rates
Compare Skater Scoring Rates with Empirical Bayes
Risk-Neutral-Densities
Visualisation of the S&P 500 Risk-Neutral Density in October 2008
commodity-trading-dashboards-in-shiny
Shiny Application for Commodity Trading
DSTrading
Digital Signal Trading (John Ehlers indicators)
MSM
An R package for forecasting volatility, using the Markov Switching Multifractal model.
Predicting-Market-Regimes-Based-on-Stock-Bond-Return-ratio
Perfomed supervised learning to identify regime changes and turning points in a market by implementing Lunde-Timmermann methodology of regime change. Created multiple binary classification models and evaluated model on performance parameters. Model forecasted return increased as much as two times as market returns.
r-react-demo
R ❤️ React Demo application
rib
An R implementation of Interactive Brokers API
Stock-market-forecasting
Forecasting directional movements of stock prices for intraday trading using LSTM and random forest