Zach Mazz's Projects
Automated Trade Monitoring Software & Widgets for IB API +
Machine Learning models applied to financial time series datasets
Modified Alpaca Portfolio Manager program -- Utilizes CSV based signals and threading for execution
A library for pricing options with Bachelier model (accepts negative inputs)
Rough Draft of initial research
QuickFIX wrapper library for algorithmic trading in Python 3, providing DMA/STP access to Darwinex liquidity via FIX Protocol v4.4
Dynamic Universe Selection
Attribution and optimisation using a multi-factor equity risk model.
Quickfix based Client (and server for testing)
Cloned Base Strategy Logic -- Event Driven
Modular Trading Strategy for Gain's GFApi
Heroku Server for IBMonitor
Interactive Brokers x TS Bridge
Various python scripts to introduce mean reversion concepts.
A demo of a minimal Nginx-uWSGI-Flask-Redis stack using Docker in less than 42 mb.
Modular IB_Insync strategy --
Fancy, fast and utterly unneccesary
Omni Selection & Optimization Process
Framework to optimally index based on ModelPF Allocations
Unsupervised learning in portfolio selection + optimization
Modular approach to New Account concerns -- Initial Margin, Sample Size
Implement Initiator and accepter by quickfix in python
Rich is a Python library for rich text and beautiful formatting in the terminal.
Reinforcement Learning research using TensorTrade and RYO
Reinforcement Learning Simplified + Written Out
News, Recommendation, and Twitter Sentiment based CAPM optimization.