Analytics (Financial Engineering)
Goal
Use Sravz end-to-end financial analytics/trading/research system Sravz Architecture for financial engineering.
Process Flow Diagram
Source Code
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Note
Please review below material in the ID order.
Financial Engineering
| ID | Description | Use Case | Page |
|---|---|---|---|
| 1 | Timeseries Analysis | Timeseries Analysis of asset price | Timeseries Analysis |
| 2 | Rolling Statistics | Perform Dicky Fuller Test to check stationarity | Rolling Statistics |
| 3 | Covariance Analysis | Perform relationship strength test between assets | Covariance Analysis |
| 4 | Principal Component Analysis | Perform PCA Analysis between portfolio assets | PCA |
| 5 | Prophet Model Analysis | Use Prophet model analysis to predict stock price | Prophet Model |
| 6 | Pyfolio returns analysis | Backtest stock and portfolios | Pyfolio Returns Analysis |
| 7 | Spread Analysis | Analyze spread between two assets | Spread Analysis |
| 8 | Long Short Analysis | Analyze long short portfolios | Long Short Analysis |
| 9 | Year To Date Analysis | Analyze year to date returns | YTD Analysis |
| 10 | Cross Asset Chart | Display multiple timeseries on a single chart | Cross Asset Chart |
| 11 | Leveraged Funds Analysis | Analyze leveraged funds QQQ, QLD, TQQQ | leveraged-funds.md |