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Andrew Mack's Projects

atmf_iv icon atmf_iv

Config files for my GitHub profile.

dstrading icon dstrading

Digital Signal Trading (John Ehlers indicators)

highfreq icon highfreq

R package for high frequency time series data management

msm icon msm

An R package for forecasting volatility, using the Markov Switching Multifractal model.

predicting-market-regimes-based-on-stock-bond-return-ratio icon predicting-market-regimes-based-on-stock-bond-return-ratio

Perfomed supervised learning to identify regime changes and turning points in a market by implementing Lunde-Timmermann methodology of regime change. Created multiple binary classification models and evaluated model on performance parameters. Model forecasted return increased as much as two times as market returns.

rib icon rib

An R implementation of Interactive Brokers API

shiny_desktop_app icon shiny_desktop_app

Quick and simple guide to packaging Shiny applications as a standalone Windows desktop program.

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