I cover a number of portfolio optimisation models using R from the literature, the portfolio allocation models might be extended to the Black-Litterman model etc.
A simple backtested Bollinger-Band strategy and Directional Movement Index (ADX) strategy.
I break down some popular and fundamental models from quantitative finance & engineering, construct some factor analysis on a series of Assets and EFTs along with a randomly generated portfolio constructed from scraping tickers from the SPY500 wikipedia page.
I generate a rolling logistic backtesting function which outputs predicted probabilities, based on these probabilities I construct investment criteria and test whether positive returns can be made (lots of work still to do)
I use managerial finance and corporate finance methods to scape and analyse fundamental data from yhaoo and analyse companies DuPont, NFO and WC
An analysis of company financial statements: Book-Value-Equity, EBITDA, Enterprise Value, Market-Book, DuPont anaysis.
I compute the money left on the table for companies listed on the yahoo finance IPO calendar.
Nvidia's stock was outperforming it's industry peers during 2017 - 2019. I analyse their performance.