Summer Projects 2021

Solely for accountability sake. Will continue to add on when new ideas pop up.

• WallStreetBets webscraper (yes, I know there are existing projects that are readily accessible, but I want to try this out on my own + have the data in my own preferred style)
• Crypto-trading algorithm that is able automatically to take in spot and future prices to execute a delta-neutral strategy (arbitraging the current contango crypto market). Short-term goal is just to write the program.
• Co-write the cartogram academic paper with Michael T. Gastner
• Simple HDB/condo affordability calculator

If there is time…

• NLP project: a program that uses the past data to train a XGBClassifier model with a TfidfVectorizer and then uses the resulting model to predict sentiment on the daily data scrapped by my webscraper.
• Backtest the crypto-trading algorithm (though I suspect that by the time I am able to properly backtest my strategy, the available premium left to be scrapped might have been eroded to a point that the trade is not worth pursuing — low risk-reward ratio)

Longer, not very feasible projects (but still very useful for learning purposes anyway)…

• Stock prediction (time-series data machine learning project) [see: https://www.kaggle.com/c/jane-street-market-prediction]