Getting Started with InteractiveBrokers TWS API
This is a simple tutorial on how to get started with TWS API from Interactive Brokers and subscribe to a few test symbols to get stock updates in…
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Analysis of House Prices and Interest Rates: The Path to Equilibrium Using Python and FRED
There is always discussion surrounding the trajectory of house prices. At the core of these debates lies the principle of consumer affordability, which is heavily influenced by monthly…
Automating the Management of Hundreds of TreasuryDirect.gov accounts
If you manage multiple accounts through TreasuryDirect.gov to purchase T-bills, T-notes, T-bonds, TIPS, FRNs, or C of I certificates then you know how antiquated and difficult it can…
Evaluating Optimization Algorithms for Ornstein-Uhlenbeck with Synthetic Data: A Comparison of Accuracy and Speed
In the realm of algorithm analysis, it is easy to become preoccupied with testing on actual datasets where variables remain unknown. However, to assess algorithms for speed and…
Mean Absolute Relative Difference Error (MARDE) Metric for Improved Forecasting Evaluation
I was running some machine learning models and was struggling to find a metric that could capture errors relative to volatility in the underlying model that I was…
