This is an interactive web application hosted on Streamlit that performs statistical analysis on historical stock data. The user inputs any ticker symbol and timeframe. The app performs a linear regression and calculates financial performance metrics, such as the Sharpe Ratio.
The program uses Pandas, NumPy, FinancialAnalysis, Scikit-learn, hvPlot, Matplotlib, and sevaral custom built functions.
FinancialAnalysis is required to run the Jupyter Notebook locally on your computer. An API Key from Alpaca is also required.
The application aggregates, cleans, and runs models on timeseries price data collected on any ticker symbol that Alpaca reports on.
MIT License