📈 Quantitative Financial Market Data Analytics project

keywords: S&P500, Costco, Python, dataframe, statistical modelling, maching learning, regression analysis, econometrics

(Image src: media.istockphoto.com)

📊 Intro

February 19, 2020, marked the stock market peak before the outbreak of the COVID-19 pandemic. Ever since February 2022, Covid-19 has spread across the entire world and it has dramatically impacted the economic landscape and the financial markets in almost every country. In this project, I am going to analyze quantitatively, how Covid-19 has impacted the the stock markets from 3 different economies: United States, European Union and China. The chosen market indices are as follows:

• S&P500: abbreviation for Standard and Poor's 500, a stock market index that tracks 500 publicly traded companies in United States
• FTSE 100: Financial Times Stock Exchange Index that consists of the share of the 100 biggest companies by market capitalisation on the London Stock Exchange(LSE)
• HSI: Hang Seng Index, a market capitalization-weighted index of the largest companies that trade on the HongKong Stock Market Exchange

Additionally, I am interested in finding out how Covid-19 impact the stock markets from the developed economies and the emerging economies. Therefore, a quantitative analysis will be conducted on the two indices below:

• MSCI Developed(^XWD.TO): a global investable market index that measures stock market performance from developed economies
• MSCI Emerging(^XEM.TO): an index that captures large and mid-cap listed companies across 24 Emerging Market countries

Additionally, an analysis for Costco stock price will be conducted. Key financial numbers such as ROE, P/E Ratio will be gathered for fundemental analysis. Quantitative analysis with regression analysis and machine learning techniques will also be carried out.

💻 Methods

Timeframe: 2020-01-01 <--> 2022-11-01

• Use yfinance package to fetch JSON format data from Yahoo Finance API
• Data visualization with matplotlib framework
• Utilized pandas dataframe for organizing data
• Performed regression analysis and machine learning techniques with Scikit-Learn library
• And more.....

📝 Language and Framework

• Language: Python with Jupyter notebook
• Numpy
• Pandas
• Scikit-Learn
• yFinance

💻 Link to Jupyter notebook

• Market indices analysis
• Costco stock price analysis

😃 Acknowledgement

If you find this script helpful, please feel free to endorse me on LinkedIn!!

LinkedIn:

• Jiahao Ye - https://www.linkedin.com/in/karlosye/