Implemented Post Earnings Announcement Drift (PEAD) momentum based strategy on Nifty50 universe with rolling window and SUE method
Implemented mean reversion based Pairs trading strategy on Nifty 50 universe, with a rolling window of pair formation and testing returns
Evaluated the sentiment of 10K and 10Q reports of US firms, created database of such reports by web scraping, used Loughran & Mcdonald dictionary and NTUSD-Fin dictionary
Evaluated the sentiment of financial news using vader library and provided a sentiment score to the articles
Prediction of commodity and currency prices using neural networks, validating CAPM model using Tensorflow
Analyzed the financial statements of RCom Ltd. and identified causes of its near bankruptcy, extracted data from Bloomberg database & performed ratio analysis