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sp500-data-analysis

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IME-published article on Long-term Real Dynamic Investment Planning. While we enhance predictability of the real returns of S&P500 Index, we derive optimal non-myopic investment strategy, and we compare its performance with near-optimal Dynamic and Constant Merton investment strategies.

  • Updated Jan 14, 2023
  • R

This application compares the performance of Unsupervised machine learning models and Supervised models. It downloads 3 yrs of market daily close data from all SP500 companies and divides them into Sectors to be used as features for learning and training the data, in order to predict wether the index will be a Buy or Sell the next day. The resul…

  • Updated Apr 28, 2022
  • Jupyter Notebook

This project showcases a web application that is designed to perform CAPM calculations for different stocks. The application uses Python programming language and its libraries such as Pandas, NumPy, Streamlit and Plotly, to gather stock data from Yahoo Finance and perform calculations to determine expected returns.

  • Updated Oct 15, 2023
  • Python

This system is designed to provide valuable insights into future market movements, enabling users to make informed decisions regarding their investments without directly executing trades. It leverages the VIX (CBOE Volatility Index) as a key indicator for predicting trends, in the SPY (S&P 500 ETF) market.

  • Updated Aug 4, 2024
  • Python

In this project, dive into an interactive app that brings stock data to life! Explore dynamic candlestick charts, track returns, and analyze rolling alpha and beta with ease. Compare your chosen stock to the S&P 500 Index and uncover trends with eye-catching visualizations. Perfect for data enthusiasts and investors alike!

  • Updated Sep 7, 2024
  • Python

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