IEXCloud - S&P500 Trading Analytics Project

OVERVIEW

This repository contains pieces of my project to utilize IEX Cloud API to build two market analysis tools:

Equal Weight S&P500 Portfolio

• The goal was to display an equal weight s&p500 portfolio.

Momentum Trading S&P500 Portfolio

• The goal was to analyze the One-Year, Six-Month, Three-Month and One-Month percentile changes in price and output a weighted average score (hqm_score) to rank the top 10% of stocks in terms of momentum growth.

Tech Stack

In this project I have used the following resources:

• Python for data manipulation and analysis
• IEX Cloud: REST API for batch API calls
• Redis for testing analytics tools by caching real-time data
• psycopg2 database adapter to connect to PostgreSQL database hosted on AWS

New Version:

refers to folder 'trading_analytics' only.

adding:

• Dagster for workflow orchestration
• Snowflake for continual data storage for analytics
• scikit-learn ml models

removing:

• Redis
• psycopg2

Tech Stack: Python, IEX Cloud API, Dagster, Snowflake, Scikit-Learn, Plotly