Financial Modeling in Python
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Updated
Jan 26, 2024 - Jupyter Notebook
Financial Modeling in Python
Final Project of Capital Markets
Stress Testing Financial Portfolios using S&P 500 Stock Data from Kaggle.
📈 Fama French and ML models on S&P 500 dataset
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.
Exploring the Relationship between Stock Returns and Social Media Sentiments
Testing Portfolios to assess the accuracy of financial models I have built
Script to perform the asset pricing test of Gibbons, Ross, and Shanken (1989)
I analysed financial data from financial markets using developed models
Machine Learning & Python in Finance
This project involves forecasting the price direction of public US companies' market index (VTI) using the Fama-French Five-Factor Model. The dataset includes VTI's daily returns and various factors. The project involves data preprocessing, exploratory data analysis, and building forecasting models.
A project to estimate a stock's risk with a linear regression model in Python, using the Fama-French Carhart model and live data from Yahoo Finance.
The topic is about using Monte Carlo technique to investigate some linear regression properties of the Fama-French five-factor model.
The repository contains the source code used in "An analysis of investing in U.S. equities with the application of quantitative factor portfolios".
A toolkit for asset pricing research
Source code of the article Calculate Required Rate of Return With the Fama-French Three-Factor Model
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