This repository contains market analysis and technical research projects built using Python. The focus is on price-based analysis, trend following, market regimes, and portfolio-level risk management, aligned with the CMT framework.
The projects emphasize understanding market behavior and risk characteristics rather than execution-level optimization.
- Market data acquisition and cleaning
- Log return computation
- Volatility and drawdown analysis
- Exploratory analysis of market risk characteristics
- Moving average–based trend strategy
- Signal generation and position logic
- Strategy vs buy-and-hold comparison
- Performance and drawdown evaluation
- Regime identification using trend filters
- Analysis of market behavior across regimes
- Breadth-based insights into market strength and weakness
- Conceptual multi-asset portfolio allocation framework
- Dynamic exposure adjustment based on market regimes
- Portfolio-level comparison against static allocation
- Exploratory implementation with simplified execution logic
- Focus on structural portfolio behavior rather than production-grade results
- Python
- pandas, numpy
- matplotlib
- yfinance
- Data is sourced using
yfinance - Projects are research-oriented and for educational purposes
- Results are sensitive to parameter choices and simplifying assumptions