Published in Spring Assessment_Econometrics, 2024
Econometrics II coursework - This coursework for the MSc in Quantitative Finance dives into econometrics of financial markets, specifically focusing on foreign exchange rates. The provided data covers daily exchange rates for four major currencies against the Euro from September 2003 to September 2023.
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Published in Spring Assessment_Risk_Analysis, 2024
This analysis investigates various risk management techniques for financial instruments using historical data for five stocks (INTC, JPM, AA, PG, MSFT) from 2014 to 2023. We explore the risk-return profile of an equally weighted portfolio, construct a risk parity portfolio for balanced risk allocation, and delve into the Value at Risk (VaR) and Expected Shortfall (ES) of an options portfolio.
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Published in Econometrics I, 2023
Econometrics I coursework - This group project tackles real-world stock market data: daily prices, complex models, and rigorous testing. Expect data transformations, stationarity checks, cointegration mysteries, and Granger causality investigations. Prepare to wield econometrics tools like ADL, GARCH, and LM tests to unlock hidden relationships and navigate market complexities. Eight pages of intensive analysis await!
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Published in Financial Economics - Kent Assessment, 2023
In the MA535/MA835 assessment - I tracked down crucial data on Lion Electric Co., American Airlines, and New Germany Fund, unraveling their price histories and uncovering hidden relationships.
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Published in Spring Time Series, 2021
My Time Series Modeling course assessment had me simulating data, unearthing hidden patterns, and fitting ARMA models like a data detective. I wielded R as my weapon, ultimately choosing the best model and ensuring its reign through rigorous testing. Buckle up for a whirlwind tour of time series analysis!
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Published in Statistics - Kent Assessment, 2020
In my first year assessment at the University of Kent, I explored the intriguing world of UK elections. My report delved into the relationship between vote share and seat power, the age group dominating politics, and the link between party success and female representation. Get ready for surprising insights into the historical trends and dynamics of UK elections!
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