CAPM

Week 1: May 23rd - May 29th

Learning basics of Python libraries(pandas_datareader) and usage of jupyter notebook/Google Collab.

Week 2: May 30th - June 5th

Getting Started with the CAPM model. Learning about Security Market Line, Basics stats (Linear reg., R-sqrd, P-value) and terminologies like excess return, Sharpe ratio, alpha beta, efficient frontier.

Week 3: June 6th - June 9th

Implementing CAPM model using python. Feeding 1 year data of stocks into and predicting it's price after a while. Mid-term evaluation ppt: June 10th - June 12th

Week 4: June 13th June 19th

Extended reading about Fama French 3 factor mod and it's terms like HML and SMB.

Week 5: June 20th - June 26th

Implementing the Fama French model and using Jupyter/ Google Collab.

Week 6: July 10th - July 14th

Doing the above analysis for different types of stocks and by changing the data sources (Google Finance, Yahoo Finance, World Bank, etc.)

End-term evaluation ppt: July 15th - July 17th