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Stock-Market-Analysis-Project

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Summary

A Github project that serves the purpose of taking trading strategies and converting them into automated algorithms. Which are then backtested on numerous securities using historical and present-day data on Quantopian

Usage

Code is written in Python on Jupyter Notebooks, but it is best to run any research or algorithmic notebooks on Quantopian's platform as some built-in methods will not exist outside the platform

Analysis

Following are some of the mathematical strategies, visualization techniques and financial securities used throughout the project:

  • Correlation Matrix
  • Linear Regression
  • CAPM
  • Box Plots
  • Efficient Frontier
  • Monte Carlo Simulation
  • Bollinger Bands
  • Futures
  • Leveraging
  • Hedging
  • Sentiment Analaysis

Libraries and Other Tools used

  • Pandas
  • Numpy
  • Matplotlib
  • Quandl
  • Quantopian
  • Sentdex Sentiment Data
  • PyFolio