reejungkim / MarketAnalytics

includes ETL

Reporting Automation

This repository is divided into two parts

1. Portfolio weight optimization based on Markowitz portfolio theory

See Jupyter Notebook

Wikipedia - Modern portfolio theory

Application deployed to Heroku:

Check Application

2. Market analytics ETL

See Jupyter Notebook

• Loads stock data of S&P 100 companies ranged from today to given periods of days
• Picks five most volatiled tickers and five best performed tickers
• Scrapes searched news of companies on the dates where highest volatility occured