Est. 2022 | Columbus, OH
After graduating with a 4.0 from The Ohio State University with a major in Finance, specializing in investments, Chris began his career in Columbus, OH working first as the Head of Finance at a beverage startup (Life Support) and then as the Director of Finance at an auto-insurance startup (Root Insurance). During this time Chris applied for law school while simultaneously teaching himself to program and work with big data. After earning acceptances to Harvard, Yale and UChicago law schools (among others), Chris decided to forgo law school to pursue a career in Data Science and Predictive Analytics.
Chris joined the Data Science team at Root Insurance and spent 3 years building predictive models that influenced almost every major decision within the company. He then joined Meta in 2022 as a Lead Data Scientist where he worked in the social VR space, utilizing analytic techniques to guide product improvements and business decisions. Chris started teaching Data Science in 2022, serving as a Bootcamp instructor for Rutgers University where he taught a 24-week Data Science bootcamp.
Since graduating from college, Chris has worked on an automated investing program that combines his years of investing experience, his formal education in investments and his expertise in Data Science and predictive modeling. When others asked for access to the program he built, this site was born.
Models trained to predict a single stock's movement.
Our models predict probabilities of prices increase as well as decreasing.
While our data store contains thousands of data points on every stock (in addition to economic and market data), each model utilizes a unique subset of the available data based on which data points prove most predictive of each model's target.
We train models to predict price movements at multiple different time horizons, with each model utilizing a different amount of historical data.
We train models based on predictions made by multiple component models. This includes sector models, that use predictions from each stock in a sector to predict performance for the entire sector.
Our models are retrained on a regular cadence, allowing the models to adjust to changing market conditions.
Each model is backtested - trained only using data available through a particular date and then evaluated on predictions made after that date - to demonstrate how the model would have performed historically.