Name: Andrew Mack
Type: User
Company: Mack Analytics
Bio: Sports Bettor & Retail Trader. JD/MSc Grad. Statistical Sports Models with R & Excel. Bayesian Enthusiast. Pricing Uncertainty.
Twitter: Gingfacekillah
Location: Calgary, AB, Canada
Blog: https://solo.to/gingfacekillah
Andrew Mack's Projects
Config files for my GitHub profile.
Compare Skater Scoring Rates with Empirical Bayes
Bayesian Sports Models Repo
Shiny Application for Commodity Trading
Basic cryptocurrency time-series forecasting with prophet library in R
Digital Signal Trading (John Ehlers indicators)
A collection of scripts for modelling financial markets & options in R.
Collection of notebooks about quantitative finance, with interactive python code.
R package for high frequency time series data management
An R package for forecasting volatility, using the Markov Switching Multifractal model.
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.
R ❤️ React Demo application
An R implementation of Interactive Brokers API
Visualisation of the S&P 500 Risk-Neutral Density in October 2008
Quick and simple guide to packaging Shiny applications as a standalone Windows desktop program.
A collection of R scripts for modelling sports.
Forecasting directional movements of stock prices for intraday trading using LSTM and random forest
Templates for Tidymodels
Classification of Tweets using machine learning models as being of positive sentiment or negative sentiment