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Achievements

Achievement: Pull SharkAchievement: Starstruck

Achievements

Achievement: Pull SharkAchievement: Starstruck

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chungderson/README.md

About Me

I'm Anderson Chung, a Statistics & Machine Learning undergraduate at Carnegie Mellon University. I enjoy puzzles and creating fun little finance/econometrics side projects, and I hope to double-major in economics.

Interests

  • Equity research and fundamental analysis
  • Applied econometrics and statistical modeling
  • Financial markets education and communication (check out my Instagram if you haven't already!)

My end goal is to tangibly help the world. I aspire to build something (a product, perchance) that addresses a real problem and drives meaningful impact. If you have an issue that you'd like me to solve, please contact me below.

Contact

Instagram LinkedIn Portfolio

Projects

A smattering of my projects may be found below. I'm particularly proud of my CMU Block Market Analysis and of my repository on Non-Linear Beta

Popular repositories Loading

  1. nonlinear-beta nonlinear-beta Public

    Sensitivity of asset movement may not be the same in bullish vs bearish markets. Hence nonlinear beta :)

    Python 32 1

  2. PUBLIC-overnight-drift PUBLIC-overnight-drift Public

    the majority of market returns accrue during the 2-3am EST hour.

    Python 19 2

  3. overnight-drift-backtest overnight-drift-backtest Public

    Backtesting the triple-leveraged overnight drift strategy (it sucks)

    Jupyter Notebook 7 1

  4. cmu-block-market cmu-block-market Public

    Carnegie Mellon has a well-established market for meal swipes, wherein freshmen (mandated by the institution to purchase a meal plan) often sell excess blocks to upperclassmen. This leads to some i…

    R 3

  5. chungderson chungderson Public

    3

  6. loss-harvesting-and-january-effect loss-harvesting-and-january-effect Public

    Because investors frequently loss harvest (e.g. sell losers ahead of year-end) for tax purposes, I analyze whether companies which have fared poorly up into November see an acceleration in selling …

    Python 1