- Corey Recai
- Louis Zibi
- Toufic Lawand
This project aims to compare the US financial market performance (SPY at the macro level) over the period between Nov 2019 and Apr 2020 vs. Covid-19 cases (11/19 through 4/20 vs 11/18 through 4/19).
Throughout our analysis, we will be covering the following sectors:
- technology (toufic)
- commercial real estate (corey)
- retail (louis)
- Bureau of Labor Statistics (for unemployment data)- https://fred.stlouisfed.org/series/UNRATE
- Bureau of Economic Analysis (for gdp data) - https://www.bea.gov/data/gdp/gross-domestic-product
- S&P Dow Jones Indices (for S&P500 data) - https://us.spindices.com/indices/equity/sp-500
- NY Times COVID-19 repo - https://github.com/nytimes/covid-19-data/
- Python libraries:
- Pandas (for dataframes and analysis)
- Plotly express
- PyViz libraries (for vizualization)
- Rapid API's for sector data
- How has the COVID-19 pandemic affected the US economy and the financial markets?
- Out of the three sectors we've chosen (technology, commercial real estate, and retail), which sector has been hit the most? And which one has benefited the most (if any)?
- Collecting data
- Create data frames to perform basic financial analysis
- moving averages
- standard deviation
- average returns
- sharpe ratios
- Visualizing data
- Present data in dashboard
- Purpose of project
- Motivation
- Executive summary
Analysis of macro-economic and financial performance for the period between Q4 '19 and Q1 '20 vs Q4 '18 and Q1 '19. The analysis will include:
- SPY data --> Toufic
- unemployment rate --> Corey
- gdp growth rate --> Louis
- Sector performance vs same period in the previous year
- Sector performance vs same period in the previous year
- Sector performance vs same period in the previous year
- Which (publicly listed) companies have gained the most from the COVID-19 pandemic? And which have lost the most?
- If we were to pick one of the top 5 performers and one of the bottom 5 performers from each sector we're examining, what is the range of their expected price in 5 years for a 90% confidence interval? (based on historical data for the past 20 years if available)
- Performance for the current period:
- Top 5 performers in the sector
- Bottom 5 performers in the sector
- Forecasting one of the bottom 5 and one of the top 5 performers' price 5 years from now
- Performance for the current period:
- Top 5 performers in the sector
- Bottom 5 performers in the sector
- Forecasting one of the bottom 5 and one of the top 5 performers' price 5 years from now
- Performance for the current period:
- Top 5 performers in the sector
- Bottom 5 performers in the sector
- Forecasting one of the bottom 5 and one of the top 5 performers' price 5 years from now