Data Science in Financial Markets

Machine Learning analysis and forecasting on the SPDR® S&P 500® ETF Trust using Python

Staring at a wall of financial data and calculations
Staring at a wall of financial data and calculations
Crunching numbers and data, something we having in common

Recently I graduated from the Data Science Intensive at Flatiron School — it’s a program colloquially referred to as a bootcamp (or is it boot camp?). This is my first article since graduation and much has happened since then, especially on the job search front. But that’s for another post, this post is a summary of my final project.

The few weeks leading up to my capstone project presentation were a blur of basically non-stop coding. This may or may not be typical. I happened to…


Careers in Data Science

Interviewing tips and resources

Wooden block spelling out “JOBS”
Wooden block spelling out “JOBS”

In Part 1 we looked at networking, networking, and networking. And searching for and applying to jobs. In this installment, we look at what to do when you’ve secured an interview. How do you sell yourself and live to tell the tale?

Interviewing

Interviewing skills aren’t constant. At my best a few years back, my interviewers congratulated me on deftly handling their questions designed to “shake” me, and I got the job. At other times, I was stumped by relatively simple questions that I wasn’t ready for; in one case I got the job, because the rest…


Careers in Data Science

Job search progress, tips, and resources

Blocks on a table spelling out “JOB SEARCH”
Blocks on a table spelling out “JOB SEARCH”

In my last article I described the process before the Job Search Start Date (JSSD) — the date at which the job search officially starts post graduation from the Flatiron School Data Science immersive program. Now that all the preparatory work has been completed, it’s time to delve into things for real. My official job search start date — June 28, 2021.


Careers in Data Science

Multitasking while finding gainful employment

handshake
handshake
How to get to this point?

Career Search

After graduating from the Flatiron Data Science immersive program, we were encouraged to take some time off from coding to relax and celebrate our achievement. I took advantage of that for… a few hours? I then went right back to my project — I had to fix a few things I noticed during the presentation, adjust some models using updated data, and create another projection for EOY — all while it was still fresh.

But even before graduation, each of us had already connected with our individual Career Coach. With our weekly meetings coming up…


GameStop Time Series Analysis

A foray into Time Series Analysis using SARIMAX to predict GameStop stock price using EOD data

Ancient Asian timepiece
Ancient Asian timepiece

As mentioned in Part 1 and Part 2 of my series on GameStop, this is no ordinary stock. The highest short interest in history led to the first great squeeze, rising some 2000% from last year’s prices, before settling back down around $40. Then, because there was still structural short interest that could not be fully covered, the stock “squoze” a second time (a smaller gamma squeeze), though not quite as high, and also has not fallen back down as low.

Who knows what…


Productivity Primer for work-from-home people

Hint: It’s really about self-management

illustration of four people meditating
illustration of four people meditating
from Mindful.org

So you’re home because of the pandemic, or because you negotiated a sweet deal like in The 4-Hour Workweek, or possibly something in between.

You’ve got your MacBook Pro circa 2020, or perhaps 2015, but no one has to know. You’ve got not one but two external monitors, because you know it increases productivity by 35.5%. You’ve got your standing desk (or at least an ergonomic chair), favorite mason jar for water, perhaps a plate of sliced apples or mangoes, and you’re ready to get shit done.


Unusual Options Activity’s influence on stock price

How do large flows of capital in options trading impact stock price?

GameStop signage
GameStop signage
Is there an end to this madness?

This is part 2 of my series on using data science to analyze some of the mechanics of the GameStop short squeeze(s). Part 1 is here.

As discussed last time, the rapid and seismic price fluctuations in GameStop’s stock price have had significant ripple effects on the market at large, enough to cause massive deleveraging before stabilizing. In early February, when the turmoil died down and the stock settled in the $40–50 range, most people assumed the squeeze was over.

However, less than a month later, with what…


GME Short Squeeze — > Market Meltdown

What effect does a short squeeze have on the broader market?

GME logo with arrow pointing up and to the right
GME logo with arrow pointing up and to the right

What the heck happened with GameStop?

It’s been widely reported that GameStop Corp. (NYSE: GME) was the target of a short squeeze that occurred between the last week of January and the first week of February of 2021.

The understanding is that various institutions (“shorts”) were betting that GameStop’s stock (GameStock?) would decrease in value and perhaps that the company would go under. This embattled brick and mortar video game retailer has been suffering from the overall trend of digitalization. When the Covid pandemic hit in 2020 and the country entered a deep lockdown, the…

Alexander Xin

Finish of lip balm, rider of public transit, grower of collagen, maker of music, geeker of tech, and occasional sciencer of data.

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