This is the GitHub repository for the CONFIFI team on the FTL hackathon. This hackaton focused on Big Data and the impact of COVID-19, the selected track employs financial data analysis to better understand the impacts of the pandemic on global markets.
Our goal for this project is to study the impact of big crises such as COVID on the risk assessments methods used in finance. We will focus more specifically on the prediction of VaR using Random Walk Theory and Montecarlo Simulation. We focus on the evolution of the S&P500 stock index.
You will find in the pdf file a series of slides summerizing our though process and the results we found on the way.
Just download the CONFIFI.ipynb and the totals.json files to your local Jupyter Notebook