Oscar Morales's repositories
Position-Sizer
Sizes the trade position based on the historical volatility of the past month. Based on the volatility of the given equitie(s), and ATR risk level the function computes the appropriate amount of shares to purchase. Future contributions to this code will contain stepp ladder increments for laddring into trades, similar to Jesse Livermores strategy.
Portfolio-Risk---Bank-Roll-Management
Optimal Risk Reward and Portfolio Position Analysis [Theoretical]
Technical-Indicators-
Technical Indicator for a stock
yahoo-earnings-calendar
Scrapes Yahoo! Finance earnings calendar to get data for a specific date or a date range.
Markowitz-Portfolio-Optimization
Constructs portfolios to optimize expected return based on a given level of risk.
Hedging-Alpha-Beta
Identifies Alpha & Beta for equities
Trend-following-trading-strategy-BACKTEST
A back test on a simple moving cross over strategy.
Options-Calculator
Plots an options price over a range of stock prices
Earnings-Historical-Performance
Looks at a stocks historical earnings performance.
Arima-Anomaly-Detection
Using chunk based ARIMA model to quickly forecast Power grid PMU data in the hopes of detecting anomalies
Over-NIight-vs-Intraday-Momentum-Stock-Returns-
Script allows data investors to compare intraday vs overnight returns
Network-Science-application-to-the-stock-market
Applying network science to a netwokr model of the stock market.
covered-call-options-finder
Finds calls that offer the highest premiums, which will offer the highest returns on covered calls
destini-challenge-starting
Simple App game