Wyatt Marciniak's repositories
Equity-Valuation-Modelling-in-Excel
This project consists of custom built modelling frameworks for pricing equity assets. Through the project's evolution, the framework evolves from a single case Discounted Cash Flow model to an interactive Probability Weighted Discounted Cash Flow model that includes multiple cases, multiple supporting models and is all built in Excel while utilizing the Visual Basic programming language.
Pairs-Trading-Algorithm-with-Time-Series-Analysis
A custom-built pairs trading simulator in R to analyze different ways of coducting this type of trade on US Sector SPDRs. We assessed both commonly-used price and return correlations between assets as well as using model residuals for both ARIMA and GARCH (volatility) type time series modelling.
Financial-Data-Mining-and-Visualization-Application-in-Python
Ths is an interactive financial data mining and visualization tool that is designed to be an alternative to Bloomberg Data products that runs on local systems an no cost to the user. This was about 2 years of non-stop development with plans for improvement and expansion.
A-statistical-look-at-the-NFL
Using statistical analysis, we analyzed NFL team and player data collected from multiple sources to investigate 4 interesting questions about performance and play factors. These questions include assessing if home field advantage exists and if higher pay leads to better performance.
Interactive-Application-for-ranking-US-States-in-Python
We created an interactive web application in Python for determing the best states to live in based on user preferences. We sourced data from the FRED Economic Database with custom API wrappers and integrated it into a Python Dash Application framework. Users can filter states, data catageories and even apply weights to parameters for use in the final calculations.
Regression-Modelling-Practice
Projects and/or source code pertaining to certificates/courses on regression-based modelling and analysis specifically
SQL-Practice
All resources and source code pertaining to courses/certificates for SQL based work.
US-Sector-Forecasting-with-Machine-Learning
An algorithmic approach to predicting US Sector ETF price movement using machine learning techniques. The goal was to create an asset allocation framwrok using ETFs as proxies for secotr behavior, and to test different clustering and predictive models to accomplish this goal using the R programming language.