| Programming Language and Software | Github Links |
|---|---|
| Stock Analysis in Excel | Excel |
| Stock Analysis in Matlab | Matlab |
| Stock Analysis in Power BI | Power BI |
| Stock Analysis in Python | Python |
| Stock Analysis in R | R |
| Stock Analysis in Tableau | Tableau |
This is a Stock Analysis project that utilizes various programming languages such as Excel, Tableau, Power BI, Matlab, Python, R, and Tableau. The project involves a wide range of analysis techniques, including data analysis, technical analysis, fundamental analysis, quantitative analysis, candlestick patterns, and different types of trading strategies. It covers stocks, options, bonds, mutual funds, and ETFs (Exchange-traded funds). Furthermore, the project emphasizes quantitative research and analysis in trading and investment, employing mathematics, statistical modeling, measurement, and research to understand financial behaviors. It incorporates numerous technical indicators and stock strategies in Excel, Tableau, Power BI, Matlab, Python, and R languages. Time series analysis, forecasting, machine learning, and deep learning techniques are employed in this research project across multiple programming languages. 📈 📉
The stock market, also known as the equity market, is primarily recognized for the trading of stocks or equities, along with other financial securities like exchange-traded funds (ETFs), corporate bonds, and derivatives based on stocks, commodities, currencies, and bonds.
U.S. equities refer to companies that trade on the U.S. stock exchange, whereas non-U.S. equities are those whose shares are listed on a U.S. exchange in addition to their primary listing on another stock exchange. Consequently, many international companies choose to have their stocks traded on a U.S. stock exchange. For example, when a foreign company decides to list its stock on a U.S. exchange, it must determine whether to be classified as a "foreign private issuer" under U.S. securities laws. However, foreign private issuers are subject to distinct reporting and regulatory obligations compared to U.S. companies.
A stocks is an investment that represent a share or partial ownership of a company. First, a private company first sells shares of stock to the public, this process is known as an initial public offering (IPO). A public company is a corporation whose ownership is distributed amongst general public shareholders through publicly-traded stock shares. Investors buy stocks to earn a return on their investment. Stocks are one of the best way to build up capital or wealth. Stock is a low and high risk investment.
Bonds is a fixed income instrument that represents a loan made by an investor to a borrower such as corporate or governmental. Owner of bonds are the debt holders, or creditors of the issuer. Bonds are tax-free, secured, redeemable and non-convertible in nature.
Real estate is considered to be its own asset class and one that should be at least a part of a well-diversified portfolio. Real estate investment is a financial strategy that uses the management, ownership, purchase, rental, and/or sale of property for profit.
Private equity is investment that is organized as limited partnerships. It can buy and restructure companies that are not publicly traded. Private equity is consists of capital that is not listed on a public exchange. Private equity is composed of funds and investors that directly invest in private companies, or that engage in buyouts of public companies, resulting in the delisting of public equity. Invest in private equity is direct investment and seek out a private equity firm to investment with them. Invest in exchange-traded funds, or ETFs because they are built to track the performance of private equity firms.
Fixed income is an investment approach focused on preservation of capital and income. Fixed income includes investments like government and corporate bonds, CDs and money market funds. Fixed income can offer a steady stream of income with less risk than stocks.
A global equity fund is sub-category of funds on the stock funds side of the ledger. A global equity fund has the latitude to buy shares of companies from any country including the United States. Global equity fund will keep a certain portion of its assets invested in U.S. stocks and the balance invested in international stocks.
Inflation-indexed securities guarantee a return that's greater than inflation or a return higher than the rate of inflation if it is held to maturity. The inflation-indexed security helps protect an investor's returns from the erosion of inflation, guaranteeing a real return. There are many different types of inflation-indexed assets such as Consumer Price Index (CPI), inflation-indexed bonds, and Treasury Inflation-Protected Securities.
Options is a contract to buy or sell a specific financial product known as the option's underlying instrument or underlying interest. Also, options are contracts that gives the owner, the holder, the right, but not the obligation, to buy or sell an underlying asset or instrument at a specified strike price prior to or on a specified date, depending on the form of the option. Options is a high risk investment.
An index fund is a mutual fund or exchange-traded fund that is made up of stocks or companies' performance and the performance of a market index such as the S&P 500. Index funds are funds that can track specified information based on underlying investments and are passively managed with lower fees than actively managed funds because they often generate higher investment returns and well-diversified investments. The S&P 500 Index, the Russell 2000 Index, and the Wilshire 5000 Total Market Index are just a few examples of market indexes that index funds may seek to track.
The market index tracks the ups and downs of a chosen group of stocks or other assets to see the health of the stock market because it guides financial firms in the creation of index funds and exchange-traded funds (ETFs), and helps investors gauge the performance of their investments. A market index measures the performance of a “basket” of securities (like stocks or bonds), which is meant to represent a sector of a stock market, or of an economy. Investors cannot invest directly in a market index, but because index funds track a market index, they provide an indirect investment option.
Exchange Traded Funds (ETF) is a type of investment fund and exchange-traded product. ETFs are traded on stock exchanges. Also, they are similar in many ways to mutual funds, except that ETFs are bought and sold throughout the day on stock exchanges.
Mutual Funds are investment strategies that allow investor to pool their money together with other investors to purchase a collection of stocks, bonds, or other securities that might be difficult to recreate on their own. Mutual funds are a low risk investment.
Hedge Funds are investment that use pooled funds and are gathered from many high-net-worth individuals. In addition, Hedge funds are more expensive compared to conventional investment funds. They are aggressively managed with aid of the fund manager because they are used in both domestic and international markets, with the aim of generating high returns. It is important to note that hedge funds are generally only accessible to accredited investors as they require less Securities and Exchange Commission (SEC) regulations than other funds.
All investments have some degree of risk. In finance, risk refers to the degree of uncertainty and/or potential financial loss inherent in an investment decision. There are many different types of risk such as business risk, volatility risk, inflation risk, interest rate risk, and liquidity risk.
Trading strategies are methods that investors and traders use to develop approaches tailored to their needs, allowing them to generate profits. Conversely, traders must find the appropriate methods or strategies that suit them. To ensure effectiveness, traders need to test their strategies through backtesting. However, it is important to note that strategies may not perform as effectively during live trading when compared to testing on historical data. 📊
Quantitative research is the process of collecting and analyzing numerical data to find patterns and averages, make predictions, test causal relationships, and generalize results to wider populations. Also, quantitative research deals with numbers and statistics. Quantitative research can have expressed in numbers and graphs. It is used to test or confirm theories and assumptions.
Qualitative research is expressed in words such as interviews with open-ended questions, observations described in words, and literature reviews that explore concepts and theories. The qualitative research is used to understand concepts, thoughts or experiences. Therefore, this type of research enables you to gather in-depth insights on topics that are not well understood.
Python 3.5+
R 3.0.0 +
Matlab R2016a
Excel 2016 Or Newer Version
Power BI
Tableau
https://www.python.org/
https://www.r-project.org/
https://www.mathworks.com/?s_tid=gn_logo
https://www.microsoft.com/en-us/microsoft-365/excel
https://powerbi.microsoft.com/en-us/downloads/
https://www.tableau.com/products/desktop/download
Description: There are various methods used to achieve different trading strategies, each suitable for specific market environments and carrying inherent risks. A trading strategy is a technique for buying and selling in the markets, relying on predefined rules to guide trading decisions.
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Trend-following Strategies
Algorithmic Trading Strategies
Statistical Arbitrage
Arbitrage Opportunities
Index Fund Rebalancing
Mathematical Model-based Strategies
Trading Range (Mean Reversion)
Fundamental Analysis
Technical Analysis
Swing Trading Strategy
Scalping (Trading)
Day Trading
End-of-day trading strategy
Trading the News
Trading the Signals
Social Trading
Value Investing
Performance Analysis
Quantitative Analysis
Description: Portfolio strategies are investment methods for investors to utilize their assets in order to achieve their financial goals. They represent a plan that assists in generating optimal investment returns.
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Arbitrage Pricing Theory (APT)
Long-term Investment
Short-term Investment
Sustainable Investment
All Weather Strategies
Buy and Hold
Defensive Stock Investing strategy
Rebalance Portfolio
Value Investment
Momentum Investment
Core and Satellite
The Dave Ramsey Portfolio
Capital Asset Pricing Model (CAPM)
Modern Portfolio Theory (MPT)
Post-Modern Portfolio Theory (PMPT)
Portfolio Allocation
Portfolio Optimization
Markowitz Portfolio Optimization Theory (1952)
Minimum-Variance Portfolios (Global Minimum-variance Portfolio)
Global Portfolio Optimization (The Black Litterman)
Tactical Asset Allocation
Constant-Weighting Asset Allocation
Strategic Asset Allocation
Dynamic Asset Allocation
Insured Asset Allocation
Integrated Asset Allocation
ETFs Asset Allocation
Bonds Asset Allocation
Mutual Funds Asset Allocation
Commodities Asset Allocation
Portfolio Insurance
Constant Proportion Portfolio Insurance (CPPI)
Presidental Stock Portfolio
Obama Stock Portfolio
Trump Stock Portfolio
Description: Risk measures are statistical methods used to define the risk associated with individual stocks or portfolios. Risk is a measurement of potential portfolio loss and is influenced by various risk factors that determine the level of risk exposure. The most common types of market risk include interest rate risk, equity risk, commodity risk, and currency risk.
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Commodity Risk
Currency Risk
Equity Risk
Trade Risk
Position Size Risk
Systematic Risk
Market Risk
Margin Risk
Liquidity Risk
Idiosyncratic Risk
Interest Rate Risk
Overnight Risk
Volatility Risk
Description: Risk-Adjusted Return Ratios measure an investment's return in relation to the level of risk associated with it. The rate of return (ROR) represents the percentage change in the value of an investment. It is important to note that risk and the required rate of return are directly correlated. As risk increases, the required rate of return also increases, and conversely, as risk decreases, the required rate of return decreases.
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Appraisal Ratio
Bernardo Ledoit Ratio
Burke Ratio
Calmar Ratio
Conditional Sharpe Ratio
Gain Loss Ratio
Information Ratio
K appa Three Ratio
Martin Ratio
Modigliani Ratio
Omega Ratio
Pain Ratio
Risk-adjusted return on capital (RAROC)
Sterling Ratio
Sharpe Ratio
Sortino Ratio
Treynor Ratio
Upside Potential Ratio
Description: Options are contracts that give the buyer the right to buy or sell a specific amount of an underlying asset at a predetermined price before the contract expires. Options strategies involve the simultaneous buying or selling of one or more options, which may differ in various variables.
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Long Call
Long Put
Short Call
Short Put
Covered Call
Married Put
Bull Call Spread
Bear Call Spread
Bull Put Spread
Bear Put Spread
Call Backspread
Long Straddle
Short Straddle
Long Strangle
Short Strangle
Iron Condor
Iron Butterfly
Long Calendar Spread with Calls
Long Calendar Spread with Put
Long Butterfly with Calls
Long Butterfly with Put
Protective Collar
Description: Inflation is the increase in prices, resulting in a decline in purchasing power over time. It is measured by the average price level of a basket of goods and services in an economy, indicating price increases over a specified period. Therefore, it is crucial to identify suitable strategies and investments to hedge against inflation, as a given amount of currency will have reduced buying power compared to before.
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Gold
commodities
60/40 Stock/Bond Portoflio
Real Estate Investment Trusts (REITs)
S&P 500
Real Estate Income
Bloomberg Aggregate Bond Index
Leveraged Loans
Treasury inflation-protected securities (TIPS)
https://www.researchgate.net (European Social networking site for scientists and researchers to share papers)
https://www.academia.edu/ (Academics and Researchers to share educational papers from all over the worlds)
https://quant.stackexchange.com/questions/38886/what-are-the-quantitative-finance-papers-that-we-should-all-have-in-our-shelves (Financial Research Papers)
https://capital.com/financial-dictionary (Financial terms)
http://www.performance-metrics.eu/performance_glossary.php (Performance Metrics)
http://morningstardirect.morningstar.com/clientcomm/customcalculations.pdf (Financial Calculations)
https://www.optionstrading.org/strategies/a-z-list/ (Options Trading Strategies)