Time Series ARIMA and SARIMAX for Covid-19 Forecasting
Vector Autoregressive (VAR) model, Granger causality test:, ARIMA and SARIMAX used to determine the covid-19 forecasting in Boston
SARIMAX
Portfolio Management Using Python for Healthcare Stocks
Built a portfolio using Modern Portfolio Theory (MPT) with one-year data [2020], calculated Value at Risk (VaR) and Conditional Value at Risk (CVaR) at a 99% confidence level for each trading day and week, forward tested the portfolio with the next year's data [2021], conducted hypothesis testing on the calculation described in step 3, and compared the results to the market benchmark - S&P 500, with returns presented in percentage and annualized.