Chinedupoppi

📊 A-Basic-Quantitative-Risk-Analysis-of-the-FTSE-MIB - Analyze Financial Risks Effortlessly

📋 Description

This repository includes a financial analysis tool in Python for the FTSE MIB. The software performs historical risk analysis, calculates key financial metrics, and evaluates three Value at Risk (VaR) models. You can easily understand annualized returns, volatility, drawdowns, and key ratios like Sharpe and Sortino.

🚀 Getting Started

To run this application, follow these steps. You will download the software from the Releases page, install necessary dependencies, and finally run the analysis script.

✅ System Requirements

A computer running Windows, macOS, or Linux
Basic knowledge of how to run applications on your operating system
Python 3.6 or higher installed (if not, please visit python.org to download)

✉️ Prerequisites

Before you start, make sure you have the following:

An internet connection
A web browser to download the software
Optional: A code editor, such as Visual Studio Code or PyCharm, if you wish to modify the code later.

📥 Download & Install

Visit the Releases Page: Click the link below to go to the Releases page.

Download the latest release
Choose the Right File: On the Releases page, look for the latest version. Download the file that matches your operating system.
Run the Application: Once the download is complete:
- For Windows: Double-click the .exe file to run it.
- For macOS/Linux: Open a terminal, navigate to the download location, and run the script using the command:
```
python script_name.py
```
Install Dependencies: If you haven’t installed Python packages, you may need to open a terminal or command prompt and run:
```
pip install -r requirements.txt
```

📊 Key Features

Financial Metrics Calculation: Automatically computes annualized returns, volatility, and drawdowns.
Risk Analysis: Understand your financial exposure through non-normality metrics like skewness and kurtosis.
Comparison of VaR Models: Evaluate and compare Historic, Gaussian, and Cornish-Fisher methodologies.

🔧 Usage

After installing the application, follow these steps to run your analysis:

Open your terminal or command prompt.
Navigate to the folder where you have saved the downloaded files.
Execute the script by typing:
```
python main.py
```
Follow On-Screen Instructions: The program will guide you through the data input process for running your analysis.

📚 Additional Information

🛠️ Support and Contributions

If you encounter any issues or have questions, feel free to open an issue on the GitHub Issues page. Contributions are welcome! You can contribute by forking the repository and submitting a pull request. Please ensure your code adheres to the coding standards outlined in the project.

🌐 Connect with the Community

Join discussions and share insights related to the FTSE MIB and financial analysis:

Check related topics like borsa-italiana, finance, risk-analysis, and more.
Engaging with peers can help you improve your understanding of financial metrics.

📎 Useful Links

By following these steps, you can easily download and run the software to conduct your own financial analysis on the FTSE MIB. Enjoy exploring the world of quantitative finance!