Hello,
I have extensive experience in python, machine learning, financial markets, working for hedge funds, and would love to help you out on this project. I also obtain a Masters in financial mathematics. Credentials are below:
My alternate page, where I conduct many other ongoing client projects, can be viewed at:
https://www. f i v e r r .com/maysamk19
* Responsible for creating proprietary quantitative models and algorithmic trading strategies for long/short equity optimization models with specific risk and return parameters specified by the investor profile, utilizing machine/deep learning, along with Q reinforcement learning agents.
•Created predictive vectorized/event-based machine learning models utilizing multivariate/logistic regression, lasso/ridge regression, linear/quadratic discriminant analysis, decision trees, K neighbors, Naive Bayes, random forest, support vector machine, Adaptiveboost, GradientBoost, XGB, and portfolio optimization to maximize return and minimize volatility for various investor risk profiles.
•Responsible for deep learning modeling using recurrent neural networks, Tensorflow, nltk, sentiment analyzer, Keras LSTM, and convolutional neural networks, in attempt to predict specific asset class forecasted prices through stocks, forex, bonds, futures, ETFs, and other derivatives.
•Designed a proprietary machine/deep learning long/short intraday algorithm utilizing the Interactive Brokers API, IB_Insync python library.
Speak soon!