Click here to view my previous series on algorithmic trading. Concept When applying Machine Learning tools to market prediction, the internet is saturated with academic papers and lacking in practical code examples. In this post, it’s my goal to translate one such paper from text to code. Mark Dunne’s Undergraduate Thesis, “Stock Market Prediction“, approaches market…
This post is part of a series: Part 1 can be found here. A Pairs Trading Overview This post will address what pairs trading is, how you can test for a pairs trading opportunity, and how to implement a pairs trading strategy. For information on the libraries I’ve used and how I structured my trading methods,…
This post is part of a series. Part 2 can be found here. The above chart was generated in Python. It’s the result of backtesting a basic algorithmic trading strategy that makes use of the Relative Strength Index (RSI). In this tutorial I’ll walk through implementing and graphing a simple strategy. The tutorial should provide a…
The steps to create the above chart were detailed in a previous post on creating an Unemployment Heatmap by County. I pulled the data from the United State Department of Agriculture and the shapefiles from the United States Census Bureau.
Using data from the United States Department of Agriculture, I’ve created heatmaps like the one above. It shows the unemployment rate by county in the United States. In this post I’ll take you through my methodology. The result is a monochromatic gif showing unemployment rates from 2007 through 2015, included at the bottom of the…
This post is part of a series: Part 1 can be found here. Part 2 can be found here. Status.Place As part of the Twitter API each status has a “place” object containing the country, city, name, and coordinates of a given location. I figured this could be used to discover where the candidates had…
This post is part of a series. Part 1 can be found here. Part 3 can be found here. Word Frequency: Who Talks About What? Next, I was curious about the topics discussed by both candidates. I used a word frequency counter for this. Initially I looked at the word frequencies in aggregate for the…
This post is part of a series. Part 2 can be found here. Part 3 can be found here. We’re in the midst of the 2016 Election right now. As most Americans have noticed, politician’s tweets have been making up half of the headlines (despite being as long as headlines themselves). In this series I’ll…
