Zack Swartz // Algorithmic Trader
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Projects

Here are some of my current and previous projects.

Trading Algorithm SAV

Trading Algorithm - SAV

Current

SAV is an algorithm designed to place trades off of a macroeconomic inefficiency I hypothesized. I have written an algorithmic trading system in Python to take advantage of SAV.

The System:
  • Collects and processes data
  • Makes decisions based off of the processed data
  • Bridges Python and Meta Trader
  • Documents raw and processed data as well as trades
  • Reconciles trades after market closes
  • Communicates with me via text message

The code I use to run SAV is on GitHub (excluding the logic of course!). You can view the weekly updated trading performance as well.

Stock Portfolio

Current

I am in the process of performing historical analysis of a hypothetical stock portfolio to analyze performance (mainly CAGR and drawdown) using 3 main ideologies:

  • Mean Reversion
  • Momentum
  • Market Cap

This is done by using an index such as DJIA, NASDAQ100, or S&P500 and choosing a yearly rebalancing date. The constituents on a juncture are assigned a rating, which will allow for a portfolio to be created.

The idea behind using indexes is that it provides us with a consistent basket of stocks to pick from historically and into the future.

What is taking a lot of time to circumvent is the lack of data on delisted stocks and the consequent reconciliation required on their historical data.

Preliminary analysis suggested a 20-50% increase in CAGR when compared to the parent index. Comparative drawdown is unknown.

Finviz Screener

Automated Stock Screener

Previous

One of the first projects I worked on was in 2021. I created a webscraper that took data from finviz.com for a specific screener and would put the stock tickers in a text document.