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
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Portfolio Optimization
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Markowitch Portfolio Optimizaiton: The Efficient Frontier: Performing portfolio optimization for popular stocks.
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Cryptocurrency Portfolio Optimizaiton: We apply the Markowitz portfolio optimizaiton technique on a crypto currency portfolio of Bitcoin, Etherum, Litecoin and Ripple.
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Time Series Analysis
- Stock Forcastign Using ARIMA: Using ARIMA model to predict stock price. We use auto arima to generate multiple models and use the one with the best AIC value.
- ARIMA Model for Seasonal Data: We analyze seasonal data using ETS decomposition. Then we build ARIMA model and predict the future.
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Linear Regression
- Stock Forcasting using Linear Regression: Simple linear regression to predict stock price.
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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.
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Stock Market Analysis
- American Auto Manufacturer Stock Analysis : We analyze the stocks of American Auto Manufacturers Ford, GM and Tesla.