Hi! I'm Andy, an incoming Econ + Stat/ML major at Carnegie Mellon University. On this page, you'll find updates on my projects, the tools and resources I'm using, and links to my socials (scroll down). Whether you're into volatility modeling, economic policy, or just following an aspiring econometrician, stick around for the journey! Let's grow together.
Despite my username (quant_andy), I'm actually not very interested in becoming a quant. I'm much more interested in learning how to build useful product. I want to become someone known for spreading compassion, curiosity, and collaboration over competition, and I want to inspire others to do the same. My high school math teacher, Mr. Stoll, exemplifies this philosophy.
#neversellingmysoultocitadel
My documentation of this journey is heavily inspired by Kyle Dickinson, a fellow CMU undergraduate whose Instagram may be accessed here.
🌐 Overnight Volatility Proxy Goal: Estimate VIX movement overnight by using 24/7 options quotes. Tech Used: Python, Alpaca API, NumPy, QuantRocket, CBOE white papers!!! Status: Operational. Works for all optionable equities/equity indices with 24/7 trading.
📊 Teen Consumer Sentiment Index Goal: Use teen survey data collected across the Fed's 12th district as a proxy for regional economic health. Tech Used: R, Gretl, GForms, Pandas, Python Status: Built v1.0 and threw myself face-first at econometrics. Overall, very rewarding.
💤 Overnight Drift Strategies Goal: Analyze different strategies (leverage, volatility, etc.) to be employed algorithmically from US close to European open. Tech Used: Python, Alpaca API, NumPy, NY Fed Research! Status: Welll..... lets just say there's a proof of concept...
📚 Publications I'm Reading & Books I Love
The Giving Tree – Shel Silverstein
The Trading Game – Gary Stevenson
The Bond King – Mary Childs
The Overnight Drift – Federal Reserve Bank of New York