This is Stock Analysis project in Excel, Power BI, Matlab, Python, R, and tableau language with different types of analysis such as data analysis, technical analysis, fundamental analysis, quantitative analysis, and different types of trading strategies. Learn about stocks, options, bonds, mutual funds, and ETF (Exchange-traded funds). In addition, this is for quantitative researching and analyzing in trading and investment. Quantitative analysis (QA) is a technique that use mathematics and statistical modeling, measurement, and research for understanding financial behaviors. Many different types of technical indicators and stock strategies in Excel, Python, and R language. Using time series, forecasting, machine learning, and deep learning for this research project in different type of programming languages. 📈 📉
Stock market or equity market is primarily known for trading stocks or equities, other financial securities such as exchange traded funds (ETF), corporate bonds and derivatives based on stocks, commodities, currencies, and bonds.
U.S. equities are companies that are trade on U.S. stock exchange. Non-U.S. equities are cross-listed their shares on a U.S. exchange. As a result, many international companies elect to have their stock trade on a U.S. stock exchange. For example, a foreign company decides to list their stock on a U.S. stock exchange, they have to decide whether to elect to be treated as a "foreign private issuer" under U.S. securities laws. However, Foreign private issuers are subject to different reporting and regulatory requirements than a U.S. company.
A stock is an investment that represent a share or partial ownership of a company. 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.
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.
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.
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.
Bond 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.
Index fund is a mutual fund or exchange-traded fund that are made up of stocks or companies performance and performance of a market index such as the S&P 500. Index funds are funds that can track specified basked of underlying investment and passively manaaged with lower fees than actively managed funds becausse they often generate higher investment returns and well-diversifed investments.
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.
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
Power BI
Tableau
Description: There are many various methods used to accomplish different strategy; therefore, each with appropriate market environments and risks inherent in the strategy. Trading strategy is a technique of buying and selling in the markets that is based on predefined rules used to make 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 is an investment method for investors to use their assets to achieve their financial goals.
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Long-term Investment
Short-term 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 method to defined the individual stock or together to perform a risk assessment. Risk is a measurement of possible portfolio loss and is a risk factors that determine 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 Returns Ratios is an investment's return by measuring how much risk is involved in producing that return.
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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 Strategies are the simultaneous that is mixed with buying or selling of one or more options that differ in one or more of the options' 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
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)