/ethan_davis_
200+ photos · 22 places · 5 cameras
~/projects_
01

MLB Roster Simulator

live

A live MLB analytics platform that forecasts player contract ROI and lets users simulate roster moves against real payroll and CBT thresholds projected through 2032. Built with a collaborator, currently serving traffic ahead of a Wall Street Journal feature, with a planned migration off Streamlit to a FastAPI + Next.js stack for scale.

PythonStreamlitNext.jsFastAPIMLB Stats APICloudflare R2Renderpandasscikit-learn
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02

Algorithmic Pairs Trading System

building

An autonomous intraday equities trading system connected to Interactive Brokers via TWS/IB Gateway, running a cointegration-based pairs strategy with GARCH(1,1) dynamic position sizing, short-selling logic, and a paper-to-live switch. A separate multi-agent layer handles code automation, monitoring, and post-mortem reporting after every session, with the strategy currently live on paper and being extended toward FX, crypto, and futures.

Python 3.11+Interactive Brokers APIpandasNumPystatsmodelsscikit-learnClaude Code agents
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03

Photo Atlas

live

Personal photography portfolio on an interactive 3D globe. EXIF-driven metadata, filterable gallery, journey playback across 200+ photos and 22 places.

Next.jsMapLibre GLFastAPIPostgreSQLCloudflare R2
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04

Optimal Pairs Trading via Free-Boundary PDEs

completed

A graduate research project (MF821) that fits a VAR(1) cointegration model on intraday mid-prices for five sector-diversified pairs, extracts the cointegration factor via spectral decomposition, and solves free-boundary PDEs by finite differences to derive time-dependent optimal entry/exit bands. Backtested out-of-sample against ad-hoc σ-bands and Bollinger heuristics across 200+ trading days using real NBBO spread costs.

PythonNumPypandasstatsmodelsSciPyMatplotlibAlpaca Market Data APIJupyter
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05

Bermudan Swaption Pricing Pipeline

completed

A two-method SOFR yield curve construction project (MF728) benchmarked against Bloomberg’s HW1F price ($217,667.85) for a 1Y×5Y Bermudan receiver swaption. Bootstraps zero rates from OIS swap inputs and fits a cubic spline through Bloomberg’s stripped curve, validated against 6M×6M forwards with <2bp repricing error. Feeds downstream SABR calibration, LMM simulation, and Longstaff–Schwartz pricing.

PythonNumPypandasSciPyMatplotlibBloomberg TerminalJupyter
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06

Sentiment Trading Signals from Earnings Reports and Financial News

completed

An LLM-driven sentiment-to-signal framework for equities that scores news and filings with FinBERT, layers in cross-source disagreement features, and converts them to z-score thresholds for entry/exit. Designed as a reproducible out-of-sample evaluation pipeline rather than a curve-fit backtest.

PythonHugging Face TransformersFinBERTPyTorchpandasNumPyscikit-learn
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07

Explainable YOLOv8 for Medical & Environmental Imaging

completed

Undergraduate thesis — a four-person team project that built a YOLOv8 object-detection model wrapped in an explainability layer, hitting 92%+ accuracy across medical and environmental datasets. In partnership with Princess Margaret Hospital, applied the pipeline to brain-tumor detection in MRI scans, improving diagnostic accuracy by 18% over baseline.

PythonPyTorchYOLOv8OpenCVGrad-CAMSHAPNumPypandasMatplotlib
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