Hi! I'm Andy, an incoming Econ + Stat/ML major at Carnegie Mellon University as part of the class of 2029+. Here you'll find my projects and frequently-requested resources. I'm interested in econometrics and building cool product, and I also dabble in financial markets.
Teach kindness and preach compassion 🫶🏼 (Thanks Mr. Stoll!)
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