Portfolio
Project Portfolio
This portfolio is a compilation of notebooks which I created for understanding the nuances of capital markets leveraging alternative data, data science and machine learning techniques.
Stand-alone projects
Analysis of Active Portfolio Management
Exploration of sharpe ratio, information ratio, identification of closet index funds advertising itself as actively managed and visualization of active return in terms of asset allocation return, security selection return and security-asset selection allocation interaction return. The code can be found here.
Estimation of stock beta
Estimating betas by regressing stock returns (Rj) against market returns (Rm) and understanding of idiosyncratic risk. The code can be found here.
Weight allocation through Sharpe Ratio and Minimum Volatility Optimization
Smart weight allocation in portfolio through the means of Sharpe Ratio and Minimum Volatility optimization. Investment universe explored in this exercise consists of following instruments: JUNIORBEES, NIFTYBEES, GOLDBEES and RRSLGETF. The code can be found here.