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Jeffrey Wang's Projects

adv_fin_ml_exercises icon adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

advanced-prediction-of-multi-stage-continuous-flow-manufacturing-process icon advanced-prediction-of-multi-stage-continuous-flow-manufacturing-process

Created data regression models to predict 15 unknown variables within 4% error at any plant condition. Denoised 11000 x 115 dataset, leading to 70% improvement in prediction accuracy. Used data engineering to produce features that were relevant to the target variables. Produced confusion matrices to determine relevant features for machine learning. Final prediction horizon of four times dataset timescale to within 5% error

alpaca-algotrading--legacy- icon alpaca-algotrading--legacy-

Engineered and backtested strategies using a variety of indicators and custom features. Optimized buy/sell conditions through custom optimization algorithm. Discovered most significant features through machine learning. Created Heroku app to maintain code during downtime. Implemented a portfolio manager that automatically handles, scales, and visualizes financial gains and losses. Current design yields an SQN of 8.9-9.2.

alphavantage_alpaca_integration icon alphavantage_alpaca_integration

This is a repository for implementing data requisition for algotrading using Alphavantage standard API for intraday data and implementing said data into a trading script through the Alpaca Broker.

amazon-sales-analysis-nda-approved icon amazon-sales-analysis-nda-approved

Provided actionable insights to maximize sales of specific undersupplied merchandise. Created data features to specify unmet demand and oversupply. Determined exact times of seasonality to maximize profits by targeted advertisements. Cleaned unstable data to correctly visualize realistic sales data. Pinpointed specific models and categories of merchandise for production and cancellation. Estimated dropship quantity to assist in maintaining available stock of specific models on Amazon.

anthropic-cookbook icon anthropic-cookbook

A collection of notebooks/recipes showcasing some fun and effective ways of using Claude.

applied-ml icon applied-ml

📚 Papers of companies sharing their work on applied data science & machine learning.

awesome-quant icon awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

bayesianrl icon bayesianrl

Some example code for the "Introduction to Bayesian Reinforcement Learning" presentations

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