BRENDAN LANG

Combining statistical and programming expertise with a focus on finance.

CD Finance

Website for financial analysis and options tools

Link to Project

This project is the combination of my previous projects on option pricing and using financial data to streamline analysis.

Goal

  1. Options Tools
    • Compare stock options to identify the best choice under various scenarios.
    • Provide a calculator to determine net exposure across multiple positions for the same stock.
    • Display volatility history and create a volatility surface.
  2. Stock Financials
    • Compile all relevant data required for comprehensive stock analysis.
    • Automatically generate a spreadsheet for any stock, with predefined defaults.
    • Classify stocks to identify similar companies for peer comparison:
      • Currently using GICS Industry and Sub-industry classifications.
      • Develop a custom classification model for improved accuracy.
Car Price Prediction

Model to Predict The Prices of Used Cars

Goal

  • Utilize publicly available data to develop models that accurately predict used car prices.
  • Compare various predictive modeling techniques to determine the best-performing model based on predictive power (Lowest Mean Squared Error - MSE).

Description

Project to apply and combine my statistical and data analysis knowledge to build and evaluate predictive models for used car pricing.
  • Exploratory Data Analysis (EDA):
    • Data cleaning, handling missing values, feature engineering.
    • Visualizing distributions, correlations, and key insights.
  • Predictive Modeling:
    • Compare multiple machine learning methods:
      • Decision Trees
      • Neural Networks (NN)
      • Regression (LASSO/Ridge)
      • Gradient Boosting (XGBoost)
  • Implementation:
    • Developed in R, utilizing the following packages:
      • tidyr, ggplot2 (Data wrangling & visualization)
      • tree (Decision Trees)
      • glmnet (Regression)
      • nnet (Neural Networks)
      • XGBoost (Gradient Boosting)
    • Stock Financials

    Project for Financial Modelling in Excel

    Project Finished: Now implementing into CD Finance.


    Goal

    • Create a program that will populate a spreadsheet with all financial data needed for stock analysis

    Description

    • Created a program that automatically updates stock information in a SQLite database, providing inputs for financial models, including financial statements, stock data, valuation multiples, and industry peer comparisons to streamline analysis.
    • Collected data from multiple sources, including SEC.gov, EDGAR, Yahoo Finance, financial APIs, and web scraping.
    • Added peer analysis with snapshot summaries featuring metrics like P/E and EBITDA for quick multiple comparisons.
    • Compiled recent stock data and financial statements (quarterly/annual IS, BS, CF), along with additional metrics such as earnings CAGR, beta, and stock volatility.
    • Designed for quick discounted cash flow (DCF) analysis and peer comparisons.
    Options Pricing

    Exploring Option Pricing Methods

    Project Finished: Now implementing into CD Finance.


    Goal

    • Analyze how options and their Greeks are priced by the market, including the mathematical principles behind them.
    • Explore the impact of inputs on pricing, focusing on volatility calculations and comparing historic versus implied volatility.

    Description

    • Use the appropriate pricing methods for options, considering factors such as American vs. European styles, dividends, implied volatility, and interest rates.
    • Developed programs to implement and compare various option pricing methods:
      • Black-Scholes: For Greeks and implied volatility calculations.
      • Numerical Methods: Including Binomial Tree and Monte Carlo Simulation.
      • Approximations: Such as Bjerksund-Stensland and Barone-Adesi-Whaley models.
    • Conducted volatility calibration and generated volatility surfaces to view market dynamics.
    Alexa Skill: Coco

    Alexa Chat Bot with ChatGPT

    Progress: Currently Beta Testing

    Goal

    • Develop an interactive bot that integrates Alexa with ChatGPT.
    • Uses this integration to transform Alexa into a dynamic game host that controls gameplay, interacts with players, and manages the game's flow.

    Description

    • Coco is an interactive host that responds to commands, engages with players, and guides both conversations and the flow of the game.
    Thrift Store Pricing

    Pricing Store Donations

    Goal

    • Create a guide for volunteers and employees to identify, price, and process donated goods across all regional stores.
    • Standardize price for all locations.

    Description

    • Created a pricing guide for hundreds of items by analyzing current and historic prices and comparing against competitors.
    Connect
    Consulting Work

    Consulting Projects

    Description

    As a web developer, I have created financial websites featuring tools like stock screeners, performance rankers, and technical analysis platforms. These projects use financial data to streamline analysis and decision-making for users.

    Collected time series and financial data from various sources, including APIs, web scraping, SEC filings, and other platforms, while incorporating charts, graphs, and customizations to enhance user experience.

    Connect
    Connect3

    Join our community and grow your network with like-minded individuals.

    Connect
    Achieve3

    Set goals, track progress, and celebrate your successes with us.

    Achieve