Collect & Normalize Market Data
Fetches and standardizes data for current S&P 500 stocks.
- Stock prices
- Earnings dates
- EPS actuals & estimates
- Sector information
I build data pipelines, engineer predictive features, validate signals out-of-sample, and turn the result into usable products. My flagship project is Breakwater - an earnings-period risk dashboard designed to surface concentrated tail-risk regimes.
The Breakwater Pipeline
Breakwater processes price, earnings, EPS, and sector data into explainable risk scores, alerts, dashboards, and per-stock reports.
Multi-stage Python pipeline, time-series feature engineering, event-based labeling, validation logic, and score design grounded in risk concentration.
Focused on finding regimes where large post-earnings moves become much more likely, instead of pretending direction can always be forecasted.
Fetches and standardizes data for current S&P 500 stocks.
Transforms raw time-series data into event-aware market signals such as:
3-day ReactionStock DriftStock VolatilitySector MomentumCombines higher-order signals into an explainable earnings risk engine.
Serves outputs through a deployed product interface.
Breakwater is the centerpiece. Here are other projects of mine.
End-to-end binary classification workflow for loan approval prediction, including preprocessing, statistical exploration, and model evaluation.
GitHubCoursework-driven neural network project showing practical familiarity with modern ML tooling, model training flow, and evaluation logic.
GitHubStructured symbolic music corpora into analyzable data pipelines, extracted root progressions, and built composer-level comparison outputs from large annotation sets.
GitHub
B.Sc. in Computer Science & Musicology, Tel Aviv University.
If you'd like to discuss Breakwater, my project work, or data / ML roles, reach out here.
Data / ML candidate focused on applied analytics, predictive systems, and finance-oriented tooling.