Musings

Thoughts on data, finance, and code

An Investigation into Interest Rate Modelling: PCA and Vasicek

I apply PCA and stochastic modelling to treasury rates, swap rates and the spread between the two.

Posted by Clint Howard on August 19, 2017

Twitter - Scraper and Sentinment Analysis of Financial Twitter Accounts

I pull some historical AFR twitter data and run it through VADER sentiment analysis to see how it's tracked over time.

Posted by Clint Howard on July 15, 2017

Analysis of NSW Government Fuel Check Data

Some data exploration of NSW petrol prices.

Posted by Clint Howard on July 14, 2017

Analysis of Key Financial Indices, Sectors and Something Extra for Renewable Energy Stocks

Various ways to pull in and analyse Index data, Equities and Renewable Energy Data

Posted by Clint Howard on June 17, 2017

Sentiment Analysis of News Headlines and DJIA Using NLP

Exploration and application of sentiment analysis to Reddit headlines and the Dow Jones Index

Posted by Clint Howard on June 3, 2017

Analysis of NSW Transport Opal Data

An exploration of NSW Opal Data including some map plots and time analysis.

Posted by Clint Howard on April 29, 2017

Financial Data Scraping and Analysis - Fundamentals and Prices

An overview of some financial data scraping techniques using SQL databases.

Posted by Clint Howard on April 29, 2017

Option Payoffs, Black-Scholes and the Greeks

An exploration of the Black-Scholes framework. A variety of plotting tools are developed for plotting pay-off functions and option Greeks.

Posted by Clint Howard on April 16, 2017

Exploration, Analysis and Prediction of FIFA2017 Player Ratings

I implement a variety of machine learning algorithms for the prediction of FIFA player ratings.

Posted by Clint Howard on April 14, 2017

Scraping and Exploration of NSW Food Authority Penalty Notices

I implement a web scraper to obtain some NSW Government data and then proceed to find out which areas and which businesses are the worst serial offenders.

Posted by Clint Howard on April 8, 2017