nrhall8-1630806 / assetanalysis

AssetAnalysis

This is a portfolio of the work that I have done to demonstrate my ability to do stock and portfolio analysis. Within this file there I demonstrate the ability to use the CER model and bootstrap simulation to make estimations of future growth of an asset with visulizations of cofidence intervals for the distribution.

Descriptions

Econ 424 Lab 6, Winter 2020 Part 1.pdf: Demonstration of the ability to use the CER model and bootstrap simulation to make estimations of future growth of an asset with visulizations of cofidence intervals for the distribution.

Econ 424 Lab 7, Winter 2020.pdf: Displayed the ability to calculate global minimum variance portfolios, tangency portfolios, and efficient portfolios with the Markowitz bullet using different assets and T-bills.

Econ 424 Lab 8, Winter 2020.pdf: Used the CER model in order to make estimations on returns of Northwest stocks using historic data of the assets. Then applied mean-variance portfolio theory and matrix algebra in order to create desired portfolios.

Homework 3.pdf: Practicing matrix alrgebra and crafting bivariate distributions and learning to draw insight from graphs

Homework 4.pdf: Computed descriptive statistics and stylized facts for 5 Northwest stocks.

Project in notebook.pdf: (collective display of knowledge obtained from class) Looked at different Vangaurd mutual funds and ran different analyses on their performances from November 2014 - November 2019. These analyses included individual asset analyses, projected returns using the bootstrap technique, checking the asset correlations, determining their values at risk and crafting portfolios that align to certain desired earnings and risk.