GitHub

Find many of my software projects on GitHub! mschoenhart

Projects

  • MatBot Trading Bot for Sports Betting (MatLab/C)
    MatBot is a ready to go trading bot structure written mainly in MatLab for sports betting markets.
    Built on the the API from betfair it provides a full stack class library for strategy development, backtesting, betting mathematics. matbot

  • RBot Trading Bot for Sports Betting (R)
    RBot is a ready to go trading bot structure written in R for sports betting markets.
    It utilizes the API from Pinnacle and rewrites parts of the code to optimize for better performance. rbot

  • Hungry Shark World (R)
    Find the best possible combinations of items and sets (including set bonus) for your shark with brute force grid search. hsw

  • Stock Market Monitor (R/Shiny)
    Stock Market Monitor allows you to view performance charts, compare against a benchmark, calculate the stats and view and save the stock price table of important market indices. stockmonitor

  • Portfolio Optimizer (R/Shiny)
    Portfolio Optimizer enables you to construct optimal portfolios via state-of-the-art algorithms from computational finance. All charts and tables are interactive and will immediately react to your input. portfoliooptimizer

smart Portfolio Suite

Find your optimal portfolio asset allocation by selecting investments from the most liquid global asset classes.
Run performance analysis, benchmark, optimize, and predict the performance of your favorite assets.
Learn about the implied risks and experience how social responsible investing (SRI) is impacting the resulting efficient frontier.
The smart Portfolio Suite App puts performance analysis, portfolio theory, and forecasting into practice.
All charts and tables are interactive and will immediately react to your input.
Curiosity is bliss! smart Portfolio Suite

References

  • Portfolio Selection
    Markowitz, H. M. (1952). The Journal of Finance 7 (1):77-91. PDF

  • Liquidity preference as behavior towards risk
    Tobin, J. (1958). The Review of Economic Studies 25 (2):65–86. PDF

  • Capital asset prices: A theory of market equilibrium under conditions of risk
    Sharpe, W. F. (1964). Journal of Finance 19 (3):425–442. PDF

  • The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
    Lintner, J. (1965). The Review of Economics and Statistics 47 (1):13–39. PDF