After cutting my teeth on Java during my MSc dissertation project, I found it stimulating and a joy to work with. Since then I have been fortifying my Java. My code makes use of, for instance, interfaces & abstract classes, Java 8 Streams, and multithreading in the form of callable futures.
The implementation of three models for pricing options: Binomial Trees, Monte Carlo simulation, and Black Scholes equations
Value at Risk
How bad could it get for our financial portfolio? This dissertation project looks at a number of ways of estimating VaR.
Coming soon… Having worked on some Hadoop projects in the past, it should be interesting to try to translate these to Spark.
Fun with the Yahoo Finance API
As of March 2018, something happened to Google Finance - it got taken to the chopping board and is now a miserable husk of its former self! Long gone are the days where one could simply hook into the API and download a fat, juicy csv-file of historical stock price data… or a sensible JSON of option prices. Thankfully there are many alternatives out there, such as the Yahoo Finance API
In a past life, my expertise lay in working with SQL databases and writing queries and stored procedures. During this period, I spent many occasion mentoring and educating. Here are some of my notes.
Structured Query Language
SQL is used in essentially two ways - building databases and manipulating data.
That is, we can divide the language into two broad categories:
Data Definition Language (DDL)
Data Manipilation Language (DML)
Data Science Stuff
In 2017, I graduated from Royal Holloway with an MSc in Data Science. Here, I enjoyed the experience of writing my own implementations of algorithms such as K Nearest Neighbours, Neural Networks, and Hierarchical Clustering in R. Also used was MATLAB. Projects worked on in these languages will be added last.