Author: gregjasonroberts

The Federal Reserve, aka the Fed recently celebrated 107 years as the central banking system of the United States and over that time 16 governors have served as Fed Chairs. Many presided over some of America's most economically stressful times, from the Great Depression to Black Monday and most recently the Financial crisis of 2008 … Continue reading Federal Open Market Committee (FOMC) Transcript Sentiment Analysis →

The model comparison seen above was built in conjunction with a code along course from coursera, "Compare time series predictions of Covid-19 deaths" with Coursera. It's an analysis of global daily deaths reported from the Johns Hopkins database which modeled deaths up through August. I amended the dataset to focus solely on the U.S. and … Continue reading COVID-19 Time Series Model Comparison and Forecasting →

As a follow up to the Fixed Income volume regression post, below is a time series analysis which improves upon that by not only incorporating exogenous input factors but adds a seasonal element as well. The inherent flaw in many regression models is that it's statistical properties, or linear relationship among the variables must persist … Continue reading Time Series Analysis For Trade Volume Forecasting – ARIMA & SARIMAX Modeling →

This post reviews my submission to the IBM Applied Data Science Capstone project on Coursera. It is the culmination of a final submission to a 9-part Data Science certification program. Tools used include: Web scraping, Foursquare API, U.S. Census Data API. In this theoretical case study, I take on the role of a data scientist … Continue reading Clustering with K-Means Algorithms and Geospatial Analysis →

Regressing client trading activity to the treasury markets and bond market volatility. Often times what may make intuitive sense doesn't tell the whole story. In theory, greater volatility in a market should yield increased activity but in the treasury markets, that may not necessarily hold true. Take the primary dealer activity against the treasury volatility … Continue reading Linear Regression in Finance →