This repository contains the code and notebook for learning basic financial risk management. It contains the following notebooks:


- Stock_analysis.ipynb
    - Basic plotting: Candle plot, OHLC Chart
    - Moving average: Simple moving average, Exponential moving average
    - Trend reversal: MACD, Bollinger Bands
    - Backtesting: PSAR strategy, Fast and Slow Stochastic Oscillators
    - Denoising: Kalman filters and Wavelet Transform

- Portfolio_analysis.ipynb: 
    - Portfolio construction: Portfolio standard deviation, Portfolio returns
    - Capital  Asset  Pricing  Model
    - Beta 
    - Sharpe Ratio 
    - Traynor ratio
    - Jensen’s  measure
    - Alpha

- VAR.ipynb:
    - Historical VaR
    - Historical Drawdown
    - Analysis using ffn library
    - Fund performances
    - Rebasing of funds 

- Time_series_analysis.ipynb:
    - time series modeling
    - MA, AR Models
    - ARIMA Models
    - Paremetric VaR
    - Emperical VaR