The following is a list of my Jupyter Notebooks, areas of interest and work.
- Decision Tree Experiment Experiment with Volume Weighted Moving Average Price to find criteria for buying and selling a security (stock).
- Sympy Useful Commands Overview of useful commands in Sympy, (Symbolic Python) and how to use them. These are mostly for use in calculus. The domain of definition along with limits is particularly interesting for testing convergence.
- Use of Functions in Sympy Functions in Sympy allow customized behavior for function evaluation.
- Reinforcement Learning MultiArmed Bandit Exploring Multi-Armed bandit, by creating Python classes and then running a simulation. From the book Reinforcement Learning by Sutton and Barto
- Probability Exploration using Sets A scratch area that sets up the next notebook.
- Probability Exploration Exploring concepts from Jaynes’ book on Probability, deriving some equations in the book using Sympy and plain Python. Expressing some of the logical reasoning of Jaynes book.
- Jaynes Probability Theory, Product Rule Derivation Incomplete derivation of the product rule in probability theory using Jaynes.
- Relative Strength Index (RSI) Development Rolling my own Relative Strength Index calculation, using an established reference. This is to make sure I understand the strategy well enough for use in stock trading.
- RSI and ATR Technical Trading Strategy This is a trading strategy that I developed which uses the Average True Range and the Relative Strength Index, and runs back-testing on the strategy using historical prices.