Anthony MorastinDataDrivenInvestorRipping Off ETFs to Find Investment-Grade Value Stocks (using Rust)Disclaimer: This post is for educational and entertainment purposes and is not meant to be used as investing advice.Sep 222Sep 222
Anthony MorastinDataDrivenInvestorDetermining Portfolio Risk Using RustOne way to think of portfolio risk is the price paid for capital gains. That is, an investor accepts risk with the hope of growing their…Jan 2Jan 2
Anthony MorastinDataDrivenInvestorUsing Interpretable Machine Learning to Develop Trading AlgorithmsOne problem with many powerful machine learning algorithms is their uninterpretable nature. Algorithms such as neural networks and their…Dec 31, 2023Dec 31, 2023
Anthony MorastinLevel Up CodingUsing Rust to Fetch OHLCV Data from Yahoo FinanceRust is a relatively new programming language first seen in 2015. Since then, it has become a contender to replace popular programming…Dec 24, 2023Dec 24, 2023
Anthony MorastinDataDrivenInvestorNews Article Sentiment Analysis in PythonSentiment analysis is used in investing to determine how a group feels about an asset, the market, or the economy as a whole. Sentiment…Nov 8, 20231Nov 8, 20231
Anthony MorastinDataDrivenInvestorCommon Momentum Indicators in C++ Using Sliding WindowsMany technical indicators involve keeping running totals of chunks of data, removing old data, and adding in new data. A common technique…Nov 5, 2023Nov 5, 2023
Anthony MorastinLevel Up CodingStream Processing in Python Using Faust, Kafka, and Protocol BuffersStream processing is a computing architecture in which data is processed as soon as updates on a stream of data are received. After some…Oct 13, 2023Oct 13, 2023
Anthony MorastGenetic Algorithms in C++Much of this post is based on Machine Learning: An Algorithmic Perspective by Stephen Marsland. This book offers easy-to-follow and…Oct 7, 2023Oct 7, 2023