PROJECT-10 — Daily Returns & Volatility

TimeseriesRisk

Overview & Results

Price series snapshot.

Price series snapshot.

Returns histogram.

Returns histogram.

Drawdown curve.

Drawdown curve.

Rolling Sharpe (30d).

Rolling Sharpe (30d).

Rolling vol (30d).

Rolling vol (30d).

SUMMARY

Computed daily returns with robust handling.
Plotted rolling Sharpe and volatility windows.
Built intuitive drawdown and price diagnostics.
Saved metrics JSON for downstream use.
Designed for quick classroom demos.

Research Notebook

Full code is embedded below (nbviewer). Open in new tab: https://nbviewer.org/github/harshb2007/Quant-Portfolio/blob/main/QUANT%20PORTFOLIO/PROJECT-10-Daily%20Returns%20%26%20Volatility/PROJECT-10_-_Daily_Returns_%26_Volatility.ipynb.