PinnedHaykaz AramyaninLSEG Developer CommunityPrediction of M&A targets to generate portfolio returnsOct 6, 2021Oct 6, 2021
Haykaz AramyaninLSEG Developer CommunityBuilding historical index constituentsIn this article, we explore the process of building historical constituents of a market index3d ago3d ago
Haykaz AramyaninLSEG Developer CommunityHow to build an end-to-end transaction cost analysis frameworkOverviewMar 18Mar 18
Haykaz AramyaninLSEG Developer CommunityMarket regime detection using Statistical and ML based approachesWe use statistical and ML models to identify normal or crash market regimes for S&P 500 and build an investment strategy around that.Aug 9, 2023Aug 9, 2023
Haykaz AramyaninLSEG Developer CommunityFeature Engineering — Principal Component Analysis on News Headline EmbeddingsThis guide will use PCA as a practical tool for reducing the dimension of feature embeddings from news headlines.Jul 12, 2023Jul 12, 2023
Haykaz AramyaninLSEG Developer CommunityData Engineering - Data Exploration for M&A predictive modelingLearn how to explore M&A data for ML predictive analysisMay 17, 2023May 17, 2023
Haykaz AramyaninLSEG Developer CommunityData engineering — Data Ingestion for M&A predictive modelingLearn how to ingest data programatically for M&A predictive analyticsMay 3, 2023May 3, 2023
Haykaz AramyanData Engineering — Data preparation for M&A predictive modelingIn this Article we show how to prepare the data for M&A predictive modelingApr 20, 2023Apr 20, 2023
Haykaz AramyaninLSEG Developer CommunityFunctions to find Option RICs traded on different exchangesConstruct Option RICs on equities and indices traded in most exchangesApr 5, 2023Apr 5, 2023
Haykaz AramyaninLSEG Developer CommunityFinding Expired Options and Backtesting a Short Iron Condor StrategyThis article is the corner stone of many others, allowing any user to find expired options and build on this, e.g.: backtesting.Mar 22, 2023Mar 22, 2023
