Fedor Levin's Data Science Portfolio Regime Change Prediction - US Recessions Extracted macroeconomic indicators from FRED Selected features and trained Logistic Regression model Achieved Area Under Curve: 0.94 Constant Proportion Portfolio Insurance - Industry Portfolio Created industry indexes based on S&P500 prises and market capitalization Applied CPPI model using STIP ETF as a "safe" asset Compared price returns of the combined portfolio to the "risky" (equity only) portfolio Achieved significant max drawdown reduction (38% for "Energy Minerals") Sentiment Analysis - Markers - Amazon Reviews Created Logistic Regression models predicting Positive/Negative labels for Amazon reviews of acrylic markers Engineered features using N-grams and Tfidf Optimized using GridsearchCV to reach the best model Achieved Area Under Curve: 0.90
