Calculate fundamental aspects of a portfolio like returns (daily, cummulative and annualized), risk, risk adjusted returns (Sharpe ratio, Sortino ratio), drawdown. Identify optimized portfolio by calculating Efficient Frontier, minimum volatility portfolio and minimum risk portfolio.
Use Fama-French model and Capital asset pricing model for Factor Analysis. Calculate Value At Risk.
Using features of loans and information about borrowers, predict the probability of a borrower defaulting.