
Python:
Financial Regression Analysis
A total of 5 equities and currency pairs were chosen to be compared with S&P 500 daily prices. My team and I used web APIs to retrieve the daily prices of the equities and currency pairs from AlphaVantage for the entire year of 2019.
From there, we made various calculations using the daily price percentage change, finding the mean, standard deviation, etc. We also plotted the daily percentage change using matplotlib.pyplot and plotly.
We then conducted regression analysis to see which equity/currency pair correlates the most and least to the S&P 500 prices. The sci-kit learn library was used.
My contribution: Set the code template by writing the code for all parts for one equity (not including plotly). Write code for using Web API to retrieve currency pair price (it was different from equities).

























