Financial Analysis Portfolio

Repository containing portfolio of financial analysis projects completed by me for self learning, and hobby purposes. Presented in the form of iPython Notebooks.

Contents

• Portfolio Optimization

  • Markowitch Portfolio Optimizaiton: The Efficient Frontier: Performing portfolio optimization for popular stocks.

  • Cryptocurrency Portfolio Optimizaiton: We apply the Markowitz portfolio optimizaiton technique on a crypto currency portfolio of Bitcoin, Etherum, Litecoin and Ripple.

• Time Series Analysis

  • ARIMA Model for Seasonal Data: We analyze seasonal data using ETS decomposition. Then we build ARIMA model and predict the future.

• Linear Regression

  • Stock Forcasting using Linear Regression: Simple linear regression to predict stock price.

• CAPM: Capital Asset Pricing Model

  • CAPM: Estimate Alpha and Beta from stock price: Find Alpha and Beta in Capital Asset Pricing Model using linear regression.

• Stock Market Analysis

  • American Auto Manufacturer Stock Analysis : We analyze the stocks of American Auto Manufacturers Ford, GM and Tesla.