laurenponsonby/Investment-Portfolio-Analysis-in-R-part-3

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laurenponsonby/Investment-Portfolio-Analysis-in-R-part-3

laurenponsonby

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Portfolio Construction and Optimisation

Value-Investing-Greenblatt-s-Magic-Formula-in-Python

I have taken Joel Greenblatt's book and applied his magic formula to listed stock to identify under priced stocks.

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Black-Scholes-Algorithmic-Delta-Hedging

Algorithmic Delta Hedging

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Portfolio-Analytics---Regime-Based-Asset-allocation-

Regime based Asset Allocation, back test for period of 2 years versus SWIX Regimes o Weaker rand versus stronger rand (use rolling 3 week historic correlation) o High realised versus low realised volatility (use rolling 3 week historic volatility)

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Investment-Portfolio-Analysis-In-R-Part-2

Pricing Models: CAPM, Fama-French and Arbitrage Pricing Theory

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Portfolio-Construction-SWIX-INDEX

Portfolio construction (Mergence Capital Africa)- Decomposing the SWIX index minimising the tracking error and increasing the return correlation using a basket of no more than 20 stocks. Research Project for Mergence Capital Africa

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DEBT-COLLECTION-PROBABILITY-QUESTION

QUESTION: Based on demographics, what action or combination of action taken against a debtor will have said debtor pay their outstanding debt. The available actions to take are a "Phone Call', "Text Message' Or "Legal Summons"

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Machine-Learning-Techniques-for-Stock-Movement-Predictions-in-R

I use a variety of Machine Learning techniques (Supervised and Unsupervised) to predict when a stock price is going up or down, this in tern is an indication of stock market movements and help the trader By Sell Stocks

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