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Creating Trading Strategy for Optimized Portfolio of Renewable Energy Stocks

Student: Maksim Florov

Supervisor: Valentina Kuskova

Faculty: International laboratory for Applied Network Research

Educational Programme: Applied Statistics with Network Analysis (Master)

Year of Graduation: 2020

In this project will be introduce analysis represent a portfolio, which consist of 10 renewable energy stocks. It will be applied time series analysis methods, CAPM model, CC-GARCH model. Main goal is to understand how portfolio will show yourself, analysis will be based on historical data downloaded from Yahoo finance vendor. Main programming language is Python 3, workspace Jupyter Notebook.

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