Chapter 7. Selecting Stocks with Financial Data Analysis
In this chapter, we will cover the following recipes:
- Computing simple and log returns
- Ranking stocks with the Sharpe ratio and liquidity
- Ranking stocks with the Calmar and Sortino ratios
- Analyzing returns statistics
- Correlating individual stocks with the broader market
- Exploring risk and return
- Examining the market with the non-parametric runs test
- Testing for random walks
- Determining market efficiency with autoregressive models
- Creating tables for a stock prices database
- Populating the stock prices database
- Optimizing an equal weights two-asset portfolio
Introduction
Finance deals with many subjects, such as money, saving, investing, and insurance. In this chapter, we will focus on stock investing because ...
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