My Projects
130/30 Long-Short Equity Trading Strategy
Python
Multiprocessing
NumPy
Yahoo Finance
Implemented a 130/30 long-short equity strategy using mean reversion for stocks in the S&P 500. Used multiprocessing to backtest on multiple datasets from Yahoo Finance in parallel and improve testing speed by 3.7x. This testing showed that, on average, the strategy preformed 2.33% better than the S&P 500.
Raycaster
C++
ge211
Created a game where a player must escape a maze by visiting checkpoints. Implemented a raycaster to render a game in 3D based on a 2D map using Northwestern’s ge211 game engine. Handled game state and player movement to allow the player walk around the map.