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crypto-assets-with-spy-nasdaq

dataglacier_krutarth

Data Glacier Projects

dow-jones-it-pharma-fincial-sectors-portfolio-optimization

Aim for this project is to increase the annualized returns and reduce the risk of the portfolio. In this project, I have taken three sectors portfolios with $1M. Initially each asset has an equal weightage. After calculating their annualized returns, the first step was to calculate the annualized covariance matrix to find the covariances between the assets. Second step is to calculate the portfolio variance, the portfolio volatility(std dev), and annual portfolio returns. Now with efficient frontier and with optimizing for max sharpe ratio I've calculated the expected returns and annualized sample covariance matrix of asset returns. Finally I've assigned discrete allocation of each share per stock.

machinelearningquantfinance

technical-analysis-of-stock-pricing-using-advanced-econometrics-model-

The project aims at analyzing the volume of shares and its correlation to its pricing using multiple technical indicators. Performed multivariate regression on suitable data for statistical analysis and residual analysis to execute the project in R programming.

tesla_lstm

Using LSTM model to predict the price of next 10 days of Tesla.

trading-bot-ml

transaction-cost-analysis-bid-ask-spread-data

The objective of this task is to determine the optimal timing for executing an order by considering two options: paying half the Bid/Offer spread to immediate execution at market price or waiting and resting the order with the Bid/Offer spread for a period of time in order to potentially achieve a better execution with the following two strategies.