Mid-Project: Analyzing the Correlation between the Largest Stock Markets and Key Global Assets

This repository contains the files related to the Mid-Project by @MatiasGrob.

Project Overview

Explore the relationship between the three largest stock markets in the US and selected international markets such as the Shanghai Stock Exchange, Euronext 100 Index, and Nikkei 225 Index with different key assets, including currencies, rates, commodities, and more. The project aims to analyze asset prices, daily volatility, and daily returns, while also conducting hypothesis tests to compare the performance of these different assets.

Files

• Mid-Project (Final 1).ipynb: This is the main file for the analysis.

• Mid-Project (Price Data).ipynb: This file includes the analysis of asset price data.

• Mid-Project (Daily Volatility Data).ipynb: This file includes the analysis of daily volatility data.

• Mid-Project (Daily Return Data with Hypothesis Test).ipynb: This file includes the hypothesis test analysis on daily return data.

Building our Dataframe

The project involved extracting the asset prices and related data from Yahoo Finance using the provided ticker symbols.

Assets Included

The analysis includes the following assets:

• New York Stock Exchange NYSE (^NYA)

• Nasdaq Composite (^IXIC)

• Shanghai Stock Exchange (000001.SS)

• Euronext 100 Index (^N100)

• Nikkei 225 Index (^N225)

• Dollar Index (DX-Y.NYB)

• USD/CNY (CNY=X)

• Euro/USD (EURUSD=X)

• USD/JPY (JPY=X)

• 10-Year Treasury Bond (^TNX)

• Fidelity U.S. Bond Index Fund (FXNAX)

• Vanguard Euro Investment Grade Bond Index Fund (0P00000MNM.F)

• Volatility Index (^VIX)

• Gold (GC=F)

• Copper (HG=F)

• Crude Oil WTI (CL=F)

• Natural Gas (NG=F)

Tableau Presentation

Click here - This file contains the final presentation for the project, summarizing the insights and findings.

Thank you!

Thank you for exploring the Mid-Project repository! If you have any questions or need further information, please don't hesitate to reach out.