market_determinism

Stock trading return distribution analysis via computational statistics

Financial Market Randomness.pdf

Accompanying research paper

R/SimulateAnalysis.html

Overview of the information collected and different sampling distributions. Computation of confidence intervals and some Monte Carlo simulations. As well as using cross validation to select optimal parameters for random distributions that generates a stock price given a linear model.

Simulate.py

Simulate portfolios of different sizes and calculate expected mean return

fetch_data.py

Grab Daily Closing Price data from yFinance and convert to csv

generate_data.py

Transform and compute statistics on a matrix of price data