manishkr1754 / NIFTY50_Data_Analysis_NSETOOLS_NSEPY_Python

NIFTY50 Data Analysis from scratch (Data Extraction & Visualization to Investment Insights)

NIFTY50 Data Analysis using Python

Detailed Article @ Medium

• NIFTY50 Data Analysis Series using Python
• A Data Extraction Guide for NIFTY50 Historical Data [1]
• Interactive Data Visualization for NIFTY50 Historical Data [2]
• A Macro View of NIFTY50 Historical Data through High-Low and Open-Close Analysis [3]
• Gap Up-Gap Down Analysis for NIFTY50 Historical Data [4]

Structure of NIFTY50 Data Analysis Series

1. Data Extraction : Download NIFTY50 daily data for last 15 years using API like nsetools/nsepy
2. Data Visualization : Plot the interactive trends(Line, Candlesticks and Heikin Ashi Charts) for different period using Cufflinks and Plotly
3. High-Low Analysis & Open-Close Analysis
4. Gap Up-Gap Down Analysis
5. Simple Moving Average (SMA) Analysis : Calculate and Plot 7 days, 14 days, 21 days, 50 days and 200 days SMA
6. Exponential Moving Average (EMA) Analysis : Calculate and Plot 7 days, 14 days, 21 days, 50 days and 200 days EMA
7. Monthly Return Analysis : Calculate and Plot %Monthly Return and Positive & Negative Return Count
8. Portfolio Analysis : One Time Lump-sum Investment
9. Portfolio Analysis : Monthly SIP on 1st trading day of the month
10. Portfolio Analysis : Invest only on First Gap Down Day of the every month
11. Portfolio Analysis : Invest on All Gap Down Days
12. Sharpe Ratio Comparison : Compare different investment strategies and risk adjusted returns

Approach

Extracted 15 years NIFTY50 data using nsepy/nsetools, performed technical analysis, used Cufflinks and Plotly for interactive candlestick and Heikin Ashi charts

Outcome

Understood NIFTY50 trends through interactive data visualization and provided investment insights