Projects in Quant Finance
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1. Stock price prediction
Method: LSTM (Long Short-Term Memory)
Github link: click here
Description: For my bachelor’s in Data Science & AI, I have had to incorporate many different AI models. I decided to use the best model on stock price time series data. Specifically, on the data of all the stocks I own in my personal portfolio. See an example of google’s stock.
![](https://davidmoerdijk.nl/wp-content/uploads/2024/08/googlepricelarge.png)
![](https://davidmoerdijk.nl/wp-content/uploads/2024/08/sharperatio.png)
2. Sharpe ratio optimized portfolio
Method: Factor Model Mean-Variance Optimization
Github link: click here
Description: This project reaches a little further outside of my expertise. I learned a lot. I took the current portfolio of stocks owned by Berkshire Hathaway (originally 15+ stocks), and optimized the cash allocation to maximize for Sharpe ratio.
Quant/Finance/Investing Books that I've read.
And my favorite quotes / formulas
![](https://davidmoerdijk.nl/wp-content/uploads/2024/08/71P8QChq0L._AC_UF10001000_QL80_.jpg)
![](https://davidmoerdijk.nl/wp-content/uploads/2024/08/mck.webp)
Final formula:
P_FS = Sum(FS_ROA, FS_FCFTA, FS_ACCRUAL, FS_LEVER, FS_LIQUID, FS_NEQISS, FS_ROA, FS_FCFTA, FS_MARGIN, FS_TURN))/10
P_FP = Franchise Power • Percentile (average (P_8yr_ROA, P_8yr_ROC, P_CFOA, MM) among all firms in the universe
QUALITY = .5 × P_FP + .5 × P_FS
See my summary of their checklist here.
![](https://davidmoerdijk.nl/wp-content/uploads/2024/08/61qvQIlGEXL._AC_UF10001000_QL80_.jpg)
![](https://davidmoerdijk.nl/wp-content/uploads/2024/08/Benjamin_Graham_1894-1976_in_1950.jpg)
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![](https://davidmoerdijk.nl/wp-content/uploads/2024/08/value.jpg)
![](https://davidmoerdijk.nl/wp-content/uploads/2024/08/mck.webp)
![](https://davidmoerdijk.nl/wp-content/uploads/2024/08/81Zhdw7eUTL._AC_UF8941000_QL80_.jpg)
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