Stock-Market-Analysis-Project

Summary

A Github project that serves the purpose of taking trading strategies and converting them into automated algorithms. Which are then backtested on numerous securities using historical and present-day data on Quantopian

Usage

Code is written in Python on Jupyter Notebooks, but it is best to run any research or algorithmic notebooks on Quantopian's platform as some built-in methods will not exist outside the platform

Analysis

Following are some of the mathematical strategies, visualization techniques and financial securities used throughout the project:

• Correlation Matrix
• Linear Regression
• CAPM
• Box Plots
• Efficient Frontier
• Monte Carlo Simulation
• Bollinger Bands
• Futures
• Leveraging
• Hedging
• Sentiment Analaysis

Libraries and Other Tools used

• Pandas
• Numpy
• Matplotlib
• Quandl
• Quantopian
• Sentdex Sentiment Data
• PyFolio