Basic Projects Quant Finance Projects

1. Capital Assest Pricing Model Using Linear Regression
   • Used Gradient Descent to optimize
   • Used MSE, MAE, R-Squared, RSME as Evaluation Metrices
   • Fine Tunes Gradient Descent
   • Alpha (intercept) - 0.00096, Beta(Slope) - 0.01273
2. Equity Directional Probability Model with Tradeable Signal Using Logistic Regression
   • Used Accuracy Score as ML evaluation metric and
   • Sharpe Ratio as Financial Performance Metric
   • Sharpe: 0.14067369496370954
   • Accuracy Score: 0.49454545454545457
3. Nonlinear Alpha Model for Equity Direction using Decision Trees
   • Used Accuracy Score as ML evaluation metric and
   • Sharpe Ratio as Financial Performance Metric
   • Accuracy: 0.5212121212121212
   • Sharpe: 0.11491022747620354