Popular repositories Loading

1. Backtesting-Trading-Strategies-with-Python Backtesting-Trading-Strategies-with-Python Public

   In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-series data, I had tested the Moving Average(MA) cross-over st…

   Jupyter Notebook 44 13

2. Portfolio-Risk-Analysis-with-Python Portfolio-Risk-Analysis-with-Python Public

   Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation from normality with Python. Using different models, I had compu…

   Jupyter Notebook 24 5

3. Breadth-between-SnP500-and-major-tech-stocks-Post-Covid-with-Python Breadth-between-SnP500-and-major-tech-stocks-Post-Covid-with-Python Public

   The concentration of five tech giants, namely Facebook, Amazon, Microsoft, Apple and Google in the S&P500 have increased significantly. It is a common view on the street that the concentration leve…

   Jupyter Notebook 2 1