RichieGarafola
Certified financial programmer with background in financial and technical analysis. Skills in Python, Pandas, Numpy, Streamlit and more. ASU FinTech Boot Camp
RichieGarafola@hotmail.comNew York
Pinned Repositories
ASU-FinTech-Python
Compilation of all assignments for ASU-Fintech Bootcamp. Units Covered : Python Pandas API PyViz SQL Time Series Classification (Machine Learning) Natural Language Processing AWS Deep Learning Algorithmic Trading Blockchain Building Blocks Blockchain with Python Smart Contracts with Solidity Advanced Solidity
BasicStockAnalysis
Stock analysis is the evaluation or examination of the stock market. There are many trading tools to use to analyze stocks; such as fundamental and technical analysis.
ComputeVolatility
Statistical volatility (also called historic or realized volatility) is a measurement of how much the price or returns of stock value. It’s used to optimize portfolios, detect regime changes, and price derivatives. In this repo I cover Standard Deviation, Parkinson, Garman-Klass, Hodges-Tompkins, Rogers-Satchell, Yang-Zhang
GARCH
How to forecast volatility with GARCH. Professional options traders don’t make bets that stocks will go up or down. They look for mispricings in the market. Mispricing happens when the market price is different than what a model says the price should be.
Housing_Price_Sentiment_Advisor
Housing Price Sentiment Advisor. Our tool will analyze 15 and 30 year fixed mortgage rates from FRED economic database and look for correlations with Case Shiller housing prices. The fixed mortgage rates will act as indicators to help us understand the future outlook of the housing market. The economic sentiment will be gauged using NLP. This tool will assess the correlations and judge if it is the right time to look for houses based on our predictions.
NFA-NotFinancialAdvice
This is your one stop shop for all analysis as it relates to the Stock Markets. Whether you are intersted in general information on the company, fundamental analysis, technical analysis or perhaps you want to see what your asset looks like forecasted in the future, we have the tools you are looking for!
OmegaRatio
The Omega ratio is a weighted ratio of gains and losses above a threshold return. It captures more information about returns than similar metrics like the Sharpe ratio.
RoboAdvisor
A bot that will recommend an investment portfolio for a retirement plan. You were hired as a digital transformation consultant by one of the most prominent retirement plan providers in the country; they want to increase their client portfolio, especially by engaging young people. Since machine learning and NLP are disrupting finance to improve customer experience, you decide to create a robo advisor that could be used by customers or potential new customers to get investment portfolio recommendations for retirement.
Sales_Analysis
Hypothetical Sales Analysis
Travel_Planner_Currency_Conversion
Travel planning tool that will allow the end user to select a set of countries they would like to travel to and the travel timeframe. The tool will analyze historical forex data and predict the country that will have the most favorable currency within the given timeframe for traveling.
RichieGarafola's Repositories
RichieGarafola/ComputeVolatility
Statistical volatility (also called historic or realized volatility) is a measurement of how much the price or returns of stock value. It’s used to optimize portfolios, detect regime changes, and price derivatives. In this repo I cover Standard Deviation, Parkinson, Garman-Klass, Hodges-Tompkins, Rogers-Satchell, Yang-Zhang
RichieGarafola/GARCH
How to forecast volatility with GARCH. Professional options traders don’t make bets that stocks will go up or down. They look for mispricings in the market. Mispricing happens when the market price is different than what a model says the price should be.
RichieGarafola/OmegaRatio
The Omega ratio is a weighted ratio of gains and losses above a threshold return. It captures more information about returns than similar metrics like the Sharpe ratio.
RichieGarafola/VolatilityCone
The hardest part of options trading is determining if they are cheap or expensive. Whether you buy or sell an option, you’re exposed to the volatility of the underlying. That’s why it’s important to compare volatility to its recent levels. Volatility cones can help you do this.
RichieGarafola/EconomicKPI
interactive KPI dashboard built with Streamlit that allows users to explore key economic indicators for the United States. The dashboard provides visualizations and data for indicators such as Gross Domestic Product (GDP), unemployment rate, inflation rate, and more.
RichieGarafola/Pymaceuticals
This project is a data analysis of mouse tumor growth in response to various drug regimens. The data comes from a study in which mice were treated with different drugs and their tumor volumes were measured over time. The goal of this project is to analyze the data and determine which drugs are most effective at reducing tumor growth.
RichieGarafola/SortinoRatio
The Sortino ratio tells you the risk-adjusted return of an investment. It is similar to the Sharpe ratio except it only considers “downside deviation”. In other words, it only uses the asset’s standard deviation of negative returns.
RichieGarafola/C867ScriptingAndProgrammingApplications
Performance Assessment for Western Governors University C867 Scripting and Programming: Applications
RichieGarafola/ComputeDrawdown
Drawdown is the maximum decline from peak to trough during a specific period before a new peak is reached. Every trading strategy experiences drawdowns. Computing it helps you compare the relative riskiness between assets or strategies.
RichieGarafola/ConditionalValueAtRisk
CVaR captures more information than VaR. CVaR is an improvement over VaR and is considered superior by practitioners. It takes into consideration the actual shape of the distribution and quantifies the tail risk. CVaR is also known as the expected shortfall since it measures the expectation of all the different possible losses greater than VaR.
RichieGarafola/CustomForexWatchlistApp
Customizable Forex watchlist charts using data from Yahoo Finance. The script uses the yfinance library to retrieve financial data, and the Streamlit framework to create the interactive charts.
RichieGarafola/FamaFrenchRiskModel
Quants use factors to target specific drivers of returns and manage risk. Diversification is great until the entire market declines in value. That’s because the market influences all stocks. Factors can offset some of these risks by targeting drivers of return not influenced by the market.
RichieGarafola/HedgeBeta
Portfolio managers talk a lot about alpha. Alpha is the return they earn above and beyond the market benchmark they’re measured against. Alpha matters because managers are paid to outperform the benchmark. If alpha is the return they earn above and beyond the market, beta is the return they earn by being exposed to the market.
RichieGarafola/HurstExponent
The Hurst exponent is a measure of the long-term memory of a time series. It quantifies the tendency of a time series to revert to its mean or cluster in one direction. The Hurst exponent shows if a time series behaves in a random, trending, or mean-reverting way. It captures the speed autocorrelation decrease as the lag increases.
RichieGarafola/ImpliedVolatility
Implied volatility is the market’s expectations of volatility over the life of an option. To find implied volatility you need three things: the market price of the option, a pricing model, and a root finder. You can then find the volatility that sets the price from the model equal to the price of the market with the root finder.
RichieGarafola/IsolateAlpha-PCA
PCA is used widely in data science. It’s a way to reduce the number of dimensions in a data set. In a stock portfolio, a dimension might be a column of returns for one of the stocks. In a portfolio of 100 stocks, there are 100 dimensions. PCA converts those 100 dimensions into the few that explain the most variance in the data.
RichieGarafola/KalmanFilter
The Kalman filter is an algorithm that tracks an object in state space. Given a sequence of noisy measurements, the Kalman Filter recovers the “true state” of the object.
RichieGarafola/LongTermSPY
If you're a long-term investor, any time is a good time to buy SPY stock. Given how diversified it is, SPY is the ultimate "set it and forget it" stock. Over the long term, the S&P 500 has returned 9.9% a year on average since 1928 including dividends
RichieGarafola/NYS_BudgetAnalysis_2012-2013
Welcome to the New York State Budget Analysis project! This project is aimed at providing insights into the budgetary expenses of each department and unit of government in New York State from 2010 to 2013. The data used in this project is obtained from the New York State Open Data Portal.
RichieGarafola/OptimalEMA
An exponential moving average (EMA) is a type of moving average (MA) that places a greater weight and significance on the most recent data points. The exponential moving average is also referred to as the exponentially weighted moving average. An exponentially weighted moving average reacts significantly to recent price changes.
RichieGarafola/PairsTradingStrategy
Pairs trading (sometimes called statistical arbitrage) is a way of trading an economic relationship between two stocks. For example, two companies that manufacture a similar product with the same supply chain will be impacted by the same economic forces.
RichieGarafola/Prophet
Example of using the Prophet library to forecast stock market prices. The goal of this project is to demonstrate how to use the Prophet library to create a time series model that can accurately predict future stock prices.
RichieGarafola/RiskParityPortfolio
Risk parity is a strategy that uses risk to find the allocations of an investment portfolio. It allocates money to stocks based on a target risk level – usually volatility. In other words, instead of equal dollar weights, risk parity portfolios have equal risk weights.
RichieGarafola/RollingStatistics
"Rolling" a statistic applies a calculation to a chunk of data, slides (or rolls) the chunk forward, and does it again. It’s how all technical analysis calculations are done. We will go over two examples: z-score and minimum return.
RichieGarafola/SharpeRatio
The most popular performance metric in investing is the Sharpe ratio! The Sharpe ratio tells you the "risk-adjusted" return of an investment. It’s a great way to compare strategies because it normalizes their returns by risk. If you’re investing or trading, you might want to consider the Sharpe ratio as one of your performance metrics.
RichieGarafola/SimulateStockPrices
Simulate stock prices using Geometric Brownian Motion (GBM). Simulating prices is fundamental for pricing derivatives. In the case of GBM, it is the key part of pricing equity options using Black-Scholes. Understanding how to simulate stock prices is foundational for any quantitative finance work.
RichieGarafola/StockPriceForecaster
Tool that allows users to select and train a machine learning model to predict stock closing prices. The tool allows users to input a ticker symbol and a time period, and it retrieves stock data for the specified ticker and period from Yahoo Finance.
RichieGarafola/Time-Series-Analysis-with-Python-Cookbook
Time Series Analysis with Python Cookbook, published by Packt
RichieGarafola/UnemploymentDecomposition
Time series decomposition is breaking down a single time series into different parts. Each part represents a pattern that you can try to model and predict. The patterns usually fall into three categories: trend, seasonality, and noise. Time series decomposition models are additive, multiplicative, or some combination of both.
RichieGarafola/UnemploymentRateAnalysis
The unemployment rate represents the number of unemployed as a percentage of the labor force. Labor force data are restricted to people 16 years of age and older, who currently reside in 1 of the 50 states or the District of Columbia, who do not reside in institutions (e.g., penal and mental facilities, homes for the aged).