/MarketAnalytics

includes ETL

Primary LanguageJupyter Notebook

Reporting Automation

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This repository is divided into two parts

1. Portfolio weight optimization based on Markowitz portfolio theory

See Jupyter Notebook

Wikipedia - Modern portfolio theory

Application deployed to Heroku:

Check Application

2. Market analytics ETL

See Jupyter Notebook

  • Loads stock data of S&P 100 companies ranged from today to given periods of days
  • Picks five most volatiled tickers and five best performed tickers
  • Scrapes searched news of companies on the dates where highest volatility occured