March 25, 2020

Project 2: Film Box Office Revenue Model

Production companies and studios alike always aim for the biggest budget often disregarding creative integrity. Often times these studios resort to uncreative ideas like reboots, endless sequels, and book adaptations. These attempts are often seen as a cash grab to the more savy film audience. This projects delves deeper into what characteristics correlate with higher box office revenues. The data for this project is scrapped of Wikipedia so take these results with a grain of salt.

March 9, 2020

Project 1: KNearest Neighbor SPY Direction Model

Created a KNN Model that gives a buy or pass signal (Precision 0.56) Collected daily price data (Open,Close,High,Low,Volume) for SPY, E-MINI, and VIX on finance.yahoo.com Engineered techinal common indicators and created own moving average ratios Optimized KNN model with over 100 features. Used the precision recall curve to optimize the threshold value Tested model in a trading simulated envirment for profit/loss evaluation