wenjuanzhang / wqucapstone_g35_noncorrelatedassets_2022

This is a project for WQU capstone course 690, in which we search for non-correlated assets and study the benefits of including non-correlated assets in a portfolio.

WquCapstone_G35_NonCorrelatedAssets_2022

This is a project for WQU capstone course 690, in which we search for non-correlated assets and study the benefits of including non-correlated assets in a portfolio.

The project is completed with the aid of google colab, google docs for collaborating among three group members.

File catalog

• Capstone_Project_Non_correlated_assets_Group_35_2022_FINAL.ipynb: final python notebook, which includes correlation matrix and 3-asset portfolio study
• Capstone_Project_Non_correlated_assets_Group_35_2022.ipynb: initial python notebook, which includes correlation matrix and various visualization of correlations
• daily_asset_prices.csv: data file including 39 assets's close prices between 11/2013 to 11/2017
• requirements.txt: requirement file exported from google colab