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KAUSHIK RAMNATH's Projects

modern-portfolio-theory icon modern-portfolio-theory

Analyzed the top stocks of Warren Buffet's portfolio using the Markowitz model. The model has performed well, resulting in the Sharpe ratio of 1.14 and the Expected return of 27%. The optimal portfolio was on the Efficient Frontier line

nifty50-prediction-models icon nifty50-prediction-models

My work tries to predict the price movements of NIFTY50 index values using mathematical time series models and other machine learning models using Python.

option-pricing-and-strategies icon option-pricing-and-strategies

Developed a Python program that calculates the price of both calls and put options using methods like Monte Carlo Simulation, Black Scholes Model, Cox-Ross-Rubinstein and Jarrow-Rudd. Strategies like Butterfly spread and Iron condor was also implemented.

pair-trading-using-statistics- icon pair-trading-using-statistics-

Used Supervised Machine Learning algorithms and Statistics in Pair Trading using Python to automate this trading strategy in the Indian market.

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