Python library to implement advanced trading strategies using machine learning and perform backtesting.

modeling the behavior of stock markets: create a market simulator, technical indicator, and a strategy that generates orders

Python beta calculator that retrieves stock and market data and provides linear regressions.

CAPM Validation

A toolkit for asset pricing research

Capital Asset Pricing Model

A web application that is designed to perform calculations based on Capital Asset Pricing Model for different stocks of the S&P 500

Script to perform the asset pricing test of Gibbons, Ross, and Shanken (1989)

App designed to calculate beta parameters from the companies listed in B3 index (Ibovespa) using Sharpe's CAPM (1964).

This project showcases a web application that is designed to perform CAPM calculations for different stocks. The application uses Python programming language and its libraries such as Pandas, NumPy, Streamlit and Plotly, to gather stock data from Yahoo Finance and perform calculations to determine expected returns.

The Capital Asset Pricing Model (CAPM) Financial Analysis project is designed to provide users with a comprehensive tool for evaluating the financial performance of selected stocks.

This code was written for my Linear Algebra capstone project. I analyze the performance of ARK Invest, an investment firm specializing in actively managed Exchange Traded Funds (ETFs). My analysis is motivated by the broader debate over whether active investors can generate superior returns to passive funds.