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Guide for using our code

Install python and git
In a command line run:

git clone https://github.com/neriksen/applied_finance
cd applied_finance
pip3 install requirements.txt
python3 gen_lookup.py (Takes 10 minutes)
jupyter lab (or jupyter notebook)

You can now open the individual notebooks and verify our results

Name		Name	Last commit message	Last commit date
Latest commit History 261 Commits
.vscode		.vscode
Description of data		Description of data
Empirical		Empirical
Robustness		Robustness
market_lookup		market_lookup
sims		sims
.gitattributes		.gitattributes
.gitignore		.gitignore
.nbinteract.json		.nbinteract.json
Average_debt_interest.ipynb		Average_debt_interest.ipynb
Baseline.ipynb		Baseline.ipynb
Description of data.ipynb		Description of data.ipynb
Market_tester.ipynb		Market_tester.ipynb
Portfolio calculation.docx		Portfolio calculation.docx
README.md		README.md
Seminar__Applied_Finance.pdf		Seminar__Applied_Finance.pdf
^GSPC.csv		^GSPC.csv
baseline_parameters.txt		baseline_parameters.txt
calculate_return.py		calculate_return.py
collecting_simulations.ipynb		collecting_simulations.ipynb
combined_garch_mean.bz2		combined_garch_mean.bz2
debt.py		debt.py
disponible_indkomst_interpolated.xlsx		disponible_indkomst_interpolated.xlsx
distribution_of_returns.ipynb		distribution_of_returns.ipynb
dst_savings_fig.ipynb		dst_savings_fig.ipynb
gen_lookup.py		gen_lookup.py
portfolio_return.ipynb		portfolio_return.ipynb
requirements.txt		requirements.txt
robustness_debt.ipynb		robustness_debt.ipynb
robustness_investment_horizon.ipynb		robustness_investment_horizon.ipynb
robustness_risk_aversion.ipynb		robustness_risk_aversion.ipynb
robustness_simulation_method.ipynb		robustness_simulation_method.ipynb
sharpe.py		sharpe.py
sharpe_distribution.ipynb		sharpe_distribution.ipynb
shiller.ipynb		shiller.ipynb
shiller_data.txt		shiller_data.txt
simulate.py		simulate.py
strategy_optimised.py		strategy_optimised.py

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Guide for using our code

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