KevinJustinYu / Stock-Market-Analysis
Tool that fetches company data, statistics, and financials for valuation and analysis, and then performs automated valuation analysis.
☆19Updated 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for Stock-Market-Analysis
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆44Updated 4 years ago
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆19Updated 4 years ago
- Dispersion Trading using Options☆27Updated 7 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation fro…☆19Updated 4 years ago
- MIT Trading Competition algorithmic trading of options and securities☆41Updated 5 years ago
- ☆23Updated 6 years ago
- In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-se…☆43Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆44Updated 3 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆60Updated 4 years ago
- Various python scripts to introduce mean reversion concepts.☆21Updated 6 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆33Updated 2 years ago
- A financial trading method using machine learning.☆58Updated last year
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆48Updated 3 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆21Updated last year
- Developed a deep learning model that allows trading firms to analyze large patterns of stock market data and look for possible permutatio…☆54Updated 5 years ago
- Find trading pairs with Machine Learning☆42Updated 3 years ago
- Python Code for Option Analysis☆43Updated 5 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆25Updated 2 years ago
- Simulation of Financial Models, Valuation Framework, Derivatives and Portfolio Valuation, Volatility Options☆25Updated 4 years ago
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆85Updated last year
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆36Updated 4 years ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆28Updated 4 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 6 years ago
- ☆55Updated last year
- ☆12Updated 3 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆21Updated 2 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆34Updated 6 months ago
- ☆23Updated 3 years ago
- Python code given in book Trading Pairs by Anjana Gupta.☆22Updated 3 years ago