Quantitative_Finance

This project is contains almost the most basic and important concepts of Modern Portfolio Theory pioneered by Harry Markowitz

Focusing on Portfolio Risk Management(1,2,3),You will learn :

How to run Exploentary analysis on stock data
Resample time serise stock data
Caculate Porfolio risk and expected return with different weights
Fit data into Capital Assest Price Model, FamaFrench 3 factors model and 5 factors model
Caculate VAR and CVAR
Random Walk

Name		Name	Last commit message	Last commit date
Latest commit History 15 Commits
3_factor_model_alpha.py		3_factor_model_alpha.py
CAPM.py		CAPM.py
Portfolio Returns Management(2).ipynb		Portfolio Returns Management(2).ipynb
Portfolio_Risk_ Management(1).ipynb		Portfolio_Risk_ Management(1).ipynb
Portolio Returns Management(3).ipynb		Portolio Returns Management(3).ipynb
README.md		README.md
cumulatice_return.svg		cumulatice_return.svg
online_get_stockdata.py		online_get_stockdata.py
p6W-DKx8.png		p6W-DKx8.png

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