This project has been done as part of an Under grad course in Financial Econometrics. It can used as a sample excercise and a basic reference of econometrics in python.
This project comprises of 3 parts.
- The first part is a a test of the CAPM model made using 30 stocks.
- The second part offers various models, each judged for its ability to explain returns in a stock.
- The third part checks whether different types of affects exist in the stock market.
Collected data is from investing.com