I have worked on a Stock Price Analysis project. The stock data was imported from Yahoo Finance. The project is broken down into three main sections:
- EDA
- Risk Analysis
- Machine Learning Modelling
Exploratory Data Analysis (EDA):
- Analyzed closing prices, trading volumes, and daily returns for five major stocks.
- Calculated and plotted moving averages against closing prices to identify trends and correlations.
- Created a heatmap to visualize the correlation of percentage returns between the stocks.
Risk Analysis:
- Performed statistical risk analysis methods.
- Used Monte Carlo simulations to determine Value at Risk (VAR).
- Applied Geometric Brownian Motion to simulate percentage changes in stock prices based on drift and shocks.
Machine Learning Models:
- Evaluated machine learning models (Logistic Regression, Support Vector Machines, XGBoost) to predict stock buy recommendations.
- Utilized eight years of historical data for model training and testing.
- Analyzed the performance of each model to assess their effectiveness in stock buy recommendations.