{"id":25042492,"url":"https://github.com/s1dewalker/alpha-beta-explorer","last_synced_at":"2025-03-30T23:14:36.186Z","repository":{"id":268320705,"uuid":"903973300","full_name":"s1dewalker/Alpha-Beta-Explorer","owner":"s1dewalker","description":"Analyzing market betas to assess asset sensitivity, systematic risk, and fcator analysis.","archived":false,"fork":false,"pushed_at":"2025-01-19T05:49:44.000Z","size":2659,"stargazers_count":0,"open_issues_count":0,"forks_count":0,"subscribers_count":1,"default_branch":"main","last_synced_at":"2025-02-06T04:46:27.322Z","etag":null,"topics":["alpha","beta","financial-markets","financial-research","portfolio-analysis","pyhton","rolling","standard-deviation","tableau","tableau-report","trends"],"latest_commit_sha":null,"homepage":"","language":"Jupyter 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Notebook","funding_links":[],"categories":[],"sub_categories":[],"readme":"# Portfolio Risk Metrics Explorer\n\n###### Analyzing market factors and metrics to assess asset sensitivity, systematic risk, and portfolio implications \u003cbr/\u003e\n\n## [Factor Analysis with Model validation: Fama French 3-Factor](https://github.com/s1dewalker/Alpha-Beta-Explorer/blob/main/py_files/Multi_Factor_Analysis3.ipynb)\n##### In this we find the factors driving the portfolio with ols regression, check mdoel performance with R square values, and validate model assumptions.\n\u003cbr/\u003e\n\n## [Treasury Beta](https://github.com/s1dewalker/Alpha-Beta-Explorer/blob/main/py_files/Betas.ipynb)\n##### In this we calculate Treasury Beta using multiple linear regression with 7-10 year treasury ETF and equity benchmark return \n\u003cbr/\u003e\n\n## [The Rolling Sigmas (and Betas)](https://public.tableau.com/app/profile/sujay.bahumik/viz/TheRollingSigmasandBetas/Dashboard1#2)\n##### In this we calculate the 1-year rolling beta w/ S\u0026P500 as benchmark and 1-year rolling standard deviation for 10 major sectors of NYSE stocks\n\n\u003cimg src=\"screenshots/rolling_metrics.JPG\" alt=\"Description\" width=\"800\"\u003e\n\n#### [Tableau](https://public.tableau.com/app/profile/sujay.bahumik/viz/TheRollingSigmasandBetas/Dashboard1#2)\n#### [Python](https://github.com/s1dewalker/Alpha-Beta-Explorer/blob/main/py_files/The_Rolling_Sigmas.ipynb)\n\n\u003cbr/\u003e\n\n*hope you find it helpful, and encourage you to forward any suggestions for improvements* \u003cbr/\u003e\n##### [LinkedIn](https://www.linkedin.com/in/sujay-bhaumik-d12/) | s1dewalker23@gmail.com | [Research Works](https://github.com/s1dewalker/Research-Works)\n\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fs1dewalker%2Falpha-beta-explorer","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fs1dewalker%2Falpha-beta-explorer","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fs1dewalker%2Falpha-beta-explorer/lists"}