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.
My documentation of this journey is heavily inspired by Kyle Dickinson, a fellow CMU undergraduate whose Instagram may be accessed here.
Project uploads in progress
I'm a queens addict, iykyk
@quant_andy
Teach kindness and preach compassion
(Thanks Mr. Stoll!)
Goal: Visualize implied volatility by strike and expiration
Tech Used: Python, Pandas, Scikit-learn, Matplotlib, Alpaca
Status: Actively modeling surfaces & (attempting to) detect mispriced skews
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
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
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...
The Giving Tree
Shel Silverstein
The Trading Game
Gary Stevenson
The Bond King
Mary Childs
The Overnight Drift
Federal Reserve Bank of New York
Fooled by Randomness
Nassim Taleb
Misbehaving
Richard Thaler
Best Loser Wins
Tom Hougaard
Liar's Poker
Michael Lewis
PG's Essays
Paul Graham, website here