sverma13 Goto Github PK

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sverma13's Projects

asset-pricing

Python script that generates various asset pricing models (CAPM, Fama-French 3-factor & Fama-French 5-factor) for a given stock.

machine-learning-prediction

Machine learning algorithm in Python that predicts a stock’s future price pattern based on historical data

Python script that takes stocks in a portfolio and outputs the two Markowitz portfolios on the efficient frontier: Max Sharpe Ratio (MSR) portfolio allocation and Global Minimum Volatility (GMV) portfolio allocation

monte-carlo-var

Monte Carlo simulation in Python that generates 1000 probable future stock prices and computes the averaged Monte Carlo VaR (value-at-risk) for a given stock

news_nlp_example

Very shallow example of how web scraping and nlp can be used with minimal effort

option-pricing

Python script that implements the Black-Scholes call option pricing model to generate the profit per share given various strike prices and expiry prices.

stock-analysis

Python script that imports historical data of various stocks, generates statistical measures of stock return data (ex. volatility, skew, kurtosis), plots a correlation heat map of the stocks' returns, and stores the statistical stock data in a SQL database.

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