Oscar Morales's repositories
Market-Making-in-Crypto-Markets
Research and Implementation of Market Making in the crypto markets
Data-Stats-Visualizer---R-shiney
Dashboard created in R shiny to view data statistics, and conduct basic linear regressions through a GUI. Originally made this for a job interview, but I made a general application that makes it useful to analyze any inputted data.
Vol-Trading-Tools
A wide array of functions to assist in Volatility Trading. This repository was inspired as Sinclairs book, "Volatility Trading". I did not implement every function, only the ones I find useful in my trading experience. Some tools were inspired by my own experience. I hope to later on turn this into a Dash or Flask based website.
Alt-Crypto-Coin-Data-Getter
Scrappes all available coins, and downloads all coin price data for the past year.
Fuzzy-Data-Matching
This package helps identify and remove duplicate records from large data sets. Additionally, you can adjust the similarity of thresholds, to identify approximate matches. This was created for identifying duplicate submissions for class action lawsuits. Hope this helps you clean your data sets, identify duplicate records, or standardize data.
IMC
IMC Trading Competition Code
Social-Network-Graph
Client work
Stock-Fundamental-Data-Scrapper
GIven a stocks ticker this will return 8 data frames containing the following data: 'Income Statements', 'Income % Statements', 'Return Ratios', 'Revenue Growth', 'Cashflow Growth', 'Balance Sheet', 'Financial Health Ratios'
BackTests
Compiled list of profitable backtests.
BreakOut-Scanner
Scans the market for strong breakouts out of a range. Based on the book quantitative momentum, 52 breakouts yield a higher return than any other type of momentum strategy that looks at historical momentum. This script get scans for high volume breakouts, which usually indicate something fundamental has changed, hence why investors are buying in large quantities.
Earnings-BackTest
Straddles BackTest on Earnings
Hurst-Exponent-Backtest
The Hurst exponent tries to quantity momentum, random walk, and mean reversion. Not necessarily a backtest, but more of an analyses on how the Hurst exponent behaves. Based on preliminary tests, in order to match the S&P500 return using the hurst exponent one needs to leverage 3x in order to get the same return. However, the risk adjusted over long periods seem to compensate. This strategy could likely be replicated buying UPRO or other triple leveraged stocks.
jpmc-task-1
Starter repo for task 1 of the JPMC software engineering program
jpmc-task-2
Starter repo for task 1 of the JPMC software engineering program
jpmc-task-3
Starter repo for task 1 of the JPMC software engineering program
Long-Short-Historical-Return-BackTest
Tests a long short portfolio, which tries to capitalize on the January effect, and the mean reversion properties of stocks. Shorting the best performing the past 5 years, and going long the worst performing in the last 5 years. Returns seems to be higher during January.
Momentum-Backtest-based-on-lookback-return
This backtest tries to find the best look back and forward period to trade a stock in order to capitalize on the autoregressive nature of some stocks. Momentum seems to work best after the tax period, and before December. This likely is due to tax reasons.
Multi-Threaded-stock-data-download
Downloads all stock data using multiple threads to speed up download speeds from 1 hour to less than 8 minutes.
MyResumeWebsite
My resume website
Real-Estate-Analyzer
A script that tries to find undervalued properties
Relative-Strength-Stock-Finder
Ranks stocks based on their positive performance when the over all index was down. The theory is that strong stocks will push through negative market days, however upon further analysis it is infact the opposite. Really weak stocks in downtrends show relative strength during negative market days. My theory is that these short positions are closed down, which leads to mini short squeezes.
SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Skewed-Beta-Analyzer-
Skewed Beta analyzes the directional tendencies in conjunction to total market index.
Sports-Arbitrage-Betting
Finds all betting arbitrage opportunities across all major sports betting companies.
Stock-Average-Momentum-Analysis-
A script that investigates the average lenght of a stocks momentum, to determine the best place to sell on a trend.
Stock-Minute-Data-for-the-past-2-years
Minute by Minute stock market data scrapped over the past two years.
Trading-Journal-Dash-Dash-Board
A prototype trading journal dashboard. I plan to make a full fledge website, where users can login and track their trades.
Unvaried-bet-size-Black-Jack-strategy
Testing an unvaried bet size strategy for black jack. Unlike Dr Ed Thorps strategy, which increases the bet size the stack becomes more favorable to incrase the expectance value, this strategy maintains the same bet size.