/rolling-return-analysis-and-visualization

Rolling Returns - Data Analysis and Visualization

Primary LanguageJupyter NotebookMIT LicenseMIT

Rolling Return Data Analysis and Data Visualization

**Important Note**

  • This (code) is written for educational purpose only and should be used only for that purpose.
  • Please do not use this (code) for making any real world investment decisions.

Data Source

  • Data mocked-up using simple excel formulas. (Check the data_generator sheet under mock_data excel)

Setup

  • Create and Initialize virtual environment

    python3 -m venv venv
. ./venv/bin/activate

  • Install required dependencies

    pip install -r requirements.txt

Available analysis

  • change (daily) in value over the years
  • % change (daily) in value over the years
  • (CAGR based) rolling returns and rolling return comparison between peers for 13 years