Skip to content

JennyShen056/Jenny-Shen-IDS706-Project2

 
 

Repository files navigation

IDS 706 Project 2

stock_graph-5bfc2e9746e0fb00260bb3f9

Background and dataset

Project 2 is an extension of the first project with Bash command-line tool built in that perform a useful data preparation task. The dataset employed is from Kaggle, which oulines the historical stock data for all current S&P 500 companies. This dataset include data up to Feb 2018. (https://www.kaggle.com/datasets/camnugent/sandp500).

Screen Shot 2022-09-18 at 9 55 14 PM

In fiancial worlds, people are not only interested in finding out the rate of return of a stock. Moreover, investors can reduce investment risks through diversification, and portfolio risk can be reduced by holding instruments that are not perfectly correlated. Therefore, in project 2, I'm trying to calculate the correlation coefficient between 2 stocks to provide insights into their return movements over time.

Pearson-Correlation-Coefficient-Formula

An example of bash command-line result

Screen Shot 2022-10-09 at 9 29 34 PM

More to come!

More financial analysis about this S&P 500 stock dataset such as correlation matrix including more than 2 stocks, correlation coefficient with the average market reutn, and more advanced portfolio selection command will be updated sooner...

About

Jenny-Shen-Project2

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages

  • Python 78.2%
  • Shell 14.5%
  • Makefile 7.3%