mrmushfiq / python_meets_finance

Financial Analysis in Python

Financial Analysis Portfolio

Repository containing portfolio of financial analysis projects completed by me for self learning, and hobby purposes. Presented in the form of iPython Notebooks.

Contents

• Portfolio Optimization

  • Markowitch Portfolio Optimizaiton: The Efficient Frontier: Performing portfolio optimization for popular stocks.

  • Cryptocurrency Portfolio Optimizaiton: We apply the Markowitz portfolio optimizaiton technique on a crypto currency portfolio of Bitcoin, Etherum, Litecoin and Ripple.

• Time Series Analysis

  • ARIMA Model for Seasonal Data: We analyze seasonal data using ETS decomposition. Then we build ARIMA model and predict the future.

• Linear Regression

  • Stock Forcasting using Linear Regression: Simple linear regression to predict stock price.

• CAPM: Capital Asset Pricing Model

  • CAPM: Estimate Alpha and Beta from stock price: Find Alpha and Beta in Capital Asset Pricing Model using linear regression.

• Stock Market Analysis

  • American Auto Manufacturer Stock Analysis : We analyze the stocks of American Auto Manufacturers Ford, GM and Tesla.