Musings


Thoughts on data, finance, and code

Exploration and Prediction on League of Legends Match Data

I investigate LoL match data and apply some basic machine learning techniques to predict a winner.


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.


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.


Analysis of NSW Government Fuel Check Data

Some data exploration of NSW petrol prices.


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


Sentiment Analysis of News Headlines and DJIA Using NLP

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


Analysis of NSW Transport Opal Data

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


Financial Data Scraping and Analysis - Fundamentals and Prices

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


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.


Exploration, Analysis and Prediction of FIFA2017 Player Ratings

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