invest-notebooks

This repo contains jupyter notebooks with financial analysis applied to the Warsaw Stock Exchange. You will find here the following financial tools:

• The Capital Market Line for sample portfolio
• The Security Market Lline for the WIG20 index and sample stock
• The Sharpe Ratio optimization for sample portfolio
• The VaR calculation (variance-covariance method)
• The VaR calculation (Monte Carlo simulation)
• The Black-Scholes formula for the WIG20 call option pricing
• The Greeks calculation for the WIG20 option
• Implied volatility calculation for the WIG20 index
• Monte Carlo simulation of the WIG20 option prices
• The WIG20 log returns normality checks
• The PCA index calculation with comparison to the WIG20 index