Building an efficient Active Portfolio which yields a high Sharpe Ratio on 8 instruments using various trade strategies in order to get a high Sharpe Ratio.
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Updated
Feb 12, 2023 - Jupyter Notebook
Building an efficient Active Portfolio which yields a high Sharpe Ratio on 8 instruments using various trade strategies in order to get a high Sharpe Ratio.
Financial Modeling in Python
Final Project of Capital Markets
The Capital Asset Pricing Model (CAPM) Financial Analysis project is designed to provide users with a comprehensive tool for evaluating the financial performance of selected stocks.
This code was written for my Linear Algebra capstone project. I analyze the performance of ARK Invest, an investment firm specializing in actively managed Exchange Traded Funds (ETFs). My analysis is motivated by the broader debate over whether active investors can generate superior returns to passive funds.
This repository contains five projects plus a final project assigned during the AI for Finance course of Artificial Intelligence Systems, UniTN.
This GitHub repository hosts assignments covering key financial analysis topics such as OLS regression, time series analysis, ARIMA and VAR models, and CAPM. Ideal for students and professionals seeking practical insights into finance, it offers a concise resource for honing analytical skills in financial modeling and forecasting.
Some codes related to CAPM and portfolio management in Python.
CAPM and dynamic time series modelling for soft commodities
Computations of alpha and beta for tech stocks on the Australian Stock Exchange using the Capital Asset Pricing Model.
My personal examples for the SAP Cloud Application Programming Model (https://cap.cloud.sap).
ML/DL/NLP
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