Final project from Time Series
Prediction is very difficult, especially if it's about the future. Nils Bohr, Nobel laureate in Physics
The goal of our project is to study the financial markets, create a portfolio on 26/10/2021, manage it for the next 10 weeks with rebalancing each week. Each week we analyzed the dynamics of our stocks, based on them we performed the rebalancing. We used some time series prediction models for that (ARIMA, ARCH/GARCH). These steps are detailed in the Stock_price_team.ipynb and presentation.
An interactive dashboard (Plotly Dash) has also been created for building a portfolio, through which we can see the dynamics of our portfolio over the next month.
In general, the process was very interesting, we learned how to manage a portfolio and follow the financial market.
And during the proeject we have this dynamics for our portfolio:
Stocks are used from this list:
- (AMZN) Amazon.com, Inc.
- (C) Citigroup Inc.
- (AAPL) Apple Inc.
- (IBM) Intern. Bus. Mach. Corp.
- (CSCO) Cisco Systems, Inc.
- (NVDA) NVIDIA Corporation
- (MSFT) Microsoft Corporation
- (TM) Toyota Motor Corporation
- (CVX) Chevron Corporation
- (GOOG) Alphabet Inc.
- (FB) Meta Platforms, Inc.
- (TSLA) Tesla, Inc.
- (JPM) JPMorgan Chase & Co.
- (JNJ) Johnson & Johnson
- (BAC) Bank of America Corporation
- (RLLCF) Rolls-Royce Holdings plc
- (WMT) Walmart Inc.
- (MA) Mastercard Incorporated
- (V) Visa Inc.
- (DIS) The Walt Disney Company
- (PG) The Procter & Gamble Company
| Story What’s the problem? What question do you want to answer? Why did you choose it? What is the context? |
The goal of our project is to study the financial markets, create a portfolio. It will be interesting for us and also can be used by others, who are interested in financial markets. In our project we analyzed the behavior of each stock in financial market. |
|---|---|
| Audience Who is going to use the viz? |
Who are interested in financial markets. |
| Data What type of data do you have? Where is it stored? |
This is time series data from Yahoo Finance. |
| Tools What tool(s) are you going to use? Why did you choose it? |
yfinance, pandas, numpy, plotly, dash and html packages. We will use these packages to get convenient data and visualizations. |
| Charts What types of charts are chosen? |
Line Charts for stock price and rate of return, also for portfolio dynamics, scatterplot for showing Sharpe algorithm, heatmap for correlation matrix. |
- Responsible Actuary in Armenia Insurance/li>
- Student from YSU (Data Science for Business Master's Degree Program)
- E-mail: avagyan.artur97@gmail.com
- LinkedIn: Artur Avagyan
- GitHub: Artur Avagyan
- Data Scientist at SEF International UCO
- Student from YSU (Data Science for Business Master's Degree Program)
- E-mail: tirabyan0599@gmail.com
- LinkedIn: Tigranuhi Tirabyan
- GitHub: Tigranuhi Tirabyan
- Data Quality Engineer at OneMarketData
- Student from YSU (Data Science for Business Master's Degree Program)
- E-mail: susannagabrielyan99@gmail.com
- LinkedIn: Susanna Gabrielyan
- GitHub: Susanna Gabrielyan
- Professor, Head of "Data Science for Business" Master Program – Yerevan State University
- LinkedIn: Ruben Gevorgyan