David Cruz – Medium

May 13

Stock modeling using Geometric Brownian Motion from the Black Scholes Merton equation

“Put some respek on my name”- Merton, probably Wid bby, its your favorite math graduate. Today’s story is going to be about stock modeling with the geometric brownian motion devired from the Black Scholes Merton equation for pricing European options. The Black Scholes Merton equation might be the most famous…

Stocks

5 min read

Stock modeling using Geometric Brownian Motion from the Black Scholes Merton equation

Mar 8

Using Python, Data Science and Classic Time Series models to create a trading algorithm for the US Stock Market

Stick to the models — Future Hendrix Wid bby, today I will show you how to make a simple model to trade on the stock market. This is only meant to stimuli your interest in algothrimic trading on the stock market and not financial advice. A lil backstory before we…

Data Science

8 min read

Dec 14, 2021

How to run a Machine Learning Gradient Boosting Regressor model for the Numerai Competition in under 5 mins

I’m at my best when I’m running through models — Future Hendrix Hey all you cool cats and kittens, in this article I will be sharing my version of a simple numerai submission. Brief overview of what this entails. First, we’ll get the data straight from the source. Numerai has…

Numerai

4 min read