Gaucho Alpha: Quantitative Trading & Sports Betting
Student Run Club at UCSB. Gaucho Alpha aims to bridge Computer Science & Mathematics in order to develop algorithms and models to generate profits across a variety of markets including Options, Futures, FX, and Sports Analytics. Open to all UCSB and SBCC students!
About Gaucho Alpha
Some of the Stuff we are Currently working On:
- Time-series modeling: ARIMA/ARIMAX & ETS for short-horizon forecasts; regime-switching/HMM and GARCH for volatility; Kalman-filter trend and cointegration tests for pairs.
- Momentum & oscillators: Multi-TF MACD, RSI, Stochastic, CCI, ROC with divergence detection, VWAP distance, ATR-normalized breakouts; volatility-targeted signals and position sizing.
- Sentiment & alt-data: Real-time X/Twitter + news pipelines; GPT-based entity/stance/sentiment classification with confidence scoring; integrate FINRA datasets (e.g., short interest, ATS/OTC weekly volume) as predictive features; combine with order-flow/microstructure variables.
