I am a user of existing GitHub repositories now uploading some of my own work in new account.

Code is divided into two folders:

1)Auto_trade_scripts. I use these scripts to execute trades in python through interactive brokers api. I also keep current working projects here. The code is not in production format.

2)Notebooks. This is a collection of quantitative research projects and corresponding data. I have committed two jupyter notebooks , the first focuses on timing equity entry using the VIX and the second is a survey of techniques used in statistical arbitrage such as principal component analysis and residual regression analysis.

Current work is an extension of notebook two where I use quandl data to analyze company fundamentals with quandl databases. Please note these scripts will not run unless you have your own existing quandl subscription.

My hope is that people will be able to use bits and pieces of my code / research with their own ideas while I build a functional repository. I am available for questions.