Welcome to the rebalanced.finance Lab. A cornucopia of diy python financial analysis projects, tools, and tutorials.
🔥📈 Trend following, bubble warning, and macroeconomic regime models for 110,000+ stocks, etf’s, and cryptocurrencies LIVE in the Macro Sherpa app 👇🏼👇🏼
Upcoming projects
- Harry Brown’s Permanent Portfolio and Investing in Different Economic Regimes
- Systematic Credit Strategy — Curve Carry
- Wealth Accumulation Models
- Modeling Mortgage Payoff Scenarios
Chart(s) i’m staring at
![notion image](https://www.notion.so/image/https%3A%2F%2Fs3-us-west-2.amazonaws.com%2Fsecure.notion-static.com%2Ff7bd6c43-8321-494f-85e3-8b5992ba59b9%2Frates_mo_vs_SPY_tr_time_series.png?table=block&id=bbdffa97-25e9-471d-9be2-a2df8eb2b66e&cache=v2)
![notion image](https://www.notion.so/image/https%3A%2F%2Fs3-us-west-2.amazonaws.com%2Fsecure.notion-static.com%2Fefca8900-7126-484f-bcf7-3d3c6d40b3f6%2Frates_mo_vs_TLT_tr_time_series.png?table=block&id=fc947fe7-f245-405a-991b-4e7ca805d0a6&cache=v2)
latest updates
![notion image](https://www.notion.so/image/https%3A%2F%2Fs3-us-west-2.amazonaws.com%2Fsecure.notion-static.com%2F5558de9a-526a-453d-8dc1-56d684271605%2Fregime.png?table=block&id=d448770f-5c23-4960-b7bd-11b9bc1c096a&cache=v2)
Permanent Portfolio in Python Part I — Quantifying Historical Asset Performance Across Economic Regimes Using Pandas, Numpy, and Scipy
![notion image](https://www.notion.so/image/https%3A%2F%2Fs3-us-west-2.amazonaws.com%2Fsecure.notion-static.com%2Fd0808f0a-322d-482c-8805-f507b13db109%2Ftens_tr.png?table=block&id=ac403f2e-07d9-428d-a407-b58278b591e5&cache=v2)
Total Return or Bust Part II: Using Bond Yields to Estimate Total Returns with Pandas and Numpy Financial
![Sources: Author’s calculations, FRED](https://www.notion.so/image/https%3A%2F%2Fs3-us-west-2.amazonaws.com%2Fsecure.notion-static.com%2F7d5c5302-a43b-4160-a223-ce3b1fd46f12%2Faffordability_med.png?table=block&id=39943329-5b88-49d3-a99f-5882b1eb0858&cache=v2)
Housing Affordability Analysis in Python
![Source: Tiingo, Author’s calculations](https://www.notion.so/image/https%3A%2F%2Fs3-us-west-2.amazonaws.com%2Fsecure.notion-static.com%2F7afbaa77-a80d-4b62-b289-0524a2a2a510%2FMO_tr_comparison.png?table=block&id=cec5f5a6-0626-4688-bea4-de806fce3f2b&cache=v2)
Total Return or Bust Part I: Stonks
![notion image](https://www.notion.so/image/https%3A%2F%2Fs3-us-west-2.amazonaws.com%2Fsecure.notion-static.com%2Faa20a6f3-df9f-4491-bd57-acc1ded6acf6%2Fqqq_vs_eth.png?table=block&id=3ae4b2f9-6694-4392-ada2-d565e9127ca9&cache=v2)
Python x Tiingo — A Buttery Smooth API for Stock and Crypto Prices
Projects
level 1 - intern
1level 2 - finance bro
2level 3 - hedge fund chad
1level 4 - galaxy brain
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-murph