The goal of this project to do a series of analysis for 15 assets’ 7-year monthly returns based on our learning in this class, and the results show that our assets are relatively statable compared to the market, and more results could be found in the following sections. With the development of the times, the financial industry and the technology industry become more and more important fields. Finance and technology are the rising industries.
In order to find out some financial statistical characters of financial and technology industries, we select top 15 market cap companies in those two industries as research objects. After obtaining returns of 15 assets and risk-free rate, we calculate their statistics, construct portfolios, implement asset allocation, analyze principal components, manage risks, and finally find an appropriate joint distribution for returns.
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