Runs a Monte Carlo simulation for N number of random portfolios composed of a list of tickers for a specified number of years. Plots all simulated portfolios and can return the maximum sharpe ratio and the ticker weights for the portfolio which this occurs. This is the "optimal" risk-adjusted portfolio.

Solves the Black-Scholes partial differential equation using the finite-difference method to estimate options pricing

where V(t) is the option value, S(t) is the price of the underlying asset, t is time to expiration (with units of years), sigma is the volatility of the asset, and r is the risk free interest rate.

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An assumption of the Black-Scholes PDE is that the price movement of the underlying security follows "geometric brownian motion" or a "random walk". This program simulates the stochastic differential equation driving brownian motion.

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Creates charts to give a high level overview of a Robinhood portfolio. Uses the robin-stocks package by jmfernandes. Must create a config.json file in the format as follows:

  {
    "username": "[email protected]",
    "password": "password123"
  }

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Counts mentions of tickers on r/wallstreetbets and creates a fund weighted by the number of mentions. Allows the ability to change the weight of mentions based on time periods of week, month, and year.