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all_weather_portfolio

All-weather portfolio is a portfolio that's built to do well, regardless of changing market conditions. The concept was developed by Ray Dalio, a billionaire investor and founder of Bridgewater Associates, the largest hedge fund in the world. With this Rstudio code you will be able to recreate this portfolio.

business_cycle

Rstudio code that will help you understand in which business cycle we are currently in... and where we are going!!

course_creation

drawdown-analysis

Drawdown Analysis of any Ticker

earnings-release-analysis

Trading Strategy for the Earnings Release

expected_move

Expected Price Move according to the information that we have in the option chain (Straddle ATM)

fomc_forecasting

Forecast the odds of seeing a rate hike or cut during the next FOMC meeting

forecasting-sp500

This script will allow you to forecast any type of ticker using a Multiple Linear Regression Model

gex

R-Studio script that will allow you to analize the Gamma Exposure of a MM using either CBOE or Yahoo Finance data

gex_python

This is not my script... is from another guy; his name is Sergei and you can find more interesting information in his website: https://perfiliev.co.uk/

max_pain

Max pain, or the max pain price, is the strike price with the most open options contracts (i.e., puts and calls), and it is the price at which the stock would cause financial losses for the largest number of option holders at expiration. This script will let you test that theory and also will allow you to calculate the Max Pain price.

ml_recession

A Machine Learning Algorithm that will allow you to forecast if the US will enter into a recession in the future.

option_pricing

vix

vix.py is a python script that calculates the CBOE Volatility Index (VIX) according to the method described in the CBOE VIX White Paper.

volatility_analytics

A complete analysis of the Implied and Realized Volatility on the SP500