justinlent Goto Github PK
Name: Justin Lent
Type: User
Location: San Francisco, CA
Justin Lent's Projects
bayesian_optimizer_option_portfolios
Pulls Robinhood API for stock and options data and applies Bayesian Optimization for constructing risk-defined options/derivatives portfolios.
charter
Simple Web GUI for Quick Data Manipulation and Visualization in R
modeloptimizer
Sensitivity analysis tool originally built for optimizing portfolio trading strategies, but useful for any timeseries oriented predictive modeling. Includes a simple 'cluster finder' for determining the most robust parameter set with least variance across the subspace.
pairtrader
Web GUI for backtesting pair trading statistical arbitrage portfolio strategies
prettyplots
Uses R ggplot2 to create good looking scatterplots, barcharts, and timeseries charts.
sandbox_py
sp500_long_term_growth
sparkler
GUI for the SparkR API that interfaces R with Spark. GUI built using R Shiny API
trading_sandbox
Where I share some of my prototype code for algorithmic trading strategies.
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