July 15, 2020

July 15, 2020

Sigmet

Sigmet

Sigmet

A Python package to find and measure negative price shocks in financial time-series data. Built with a team within the Data Science Student Society at UCSD.

A Python package to find and measure negative price shocks in financial time-series data. Built with a team within the Data Science Student Society at UCSD.

A Python package to find and measure negative price shocks in financial time-series data. Built with a team within the Data Science Student Society at UCSD.

Stocks
Stocks
Stocks

Year

2020

Location

Halıcıoğlu Data Science Institute, UC San Diego

Category

Software

Duration

4 Months
Overview
Overview
Overview

Sigmet (Signal Metrics Toolkit) is an end-to-end solution for the detection and measurement of negative shocks in time series data.

Motivation
Motivation
Motivation

This project was inspired by the results from our paper written in the prior quarter. This project explored the use of Zillow's housing metrics dataset to investigate the effects of the 2008 US subprime mortgage crisis on various US locales.

Source Code
Source Code
Source Code

Refer to our source code here.

Installation and Usage
Installation and Usage
Installation and Usage

For installation and usage, check out our documentation.

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BASED IN the Bay Area,

CALIFORNIA

AI Engineer
+ Musician and Artist

I would love to discuss anything ranging from Python development, LLMs and ML theory, EDM, sound design, to different art styles.

Let's Chat

I would love to discuss anything ranging from Python development, LLMs and ML theory, EDM, sound design, to different art styles.

Let's Chat

BASED IN the Bay Area,

CALIFORNIA

AI Engineer
+ Musician and Artist

I would love to discuss anything ranging from Python development, LLMs and ML theory, EDM, sound design, to different art styles.