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Predict Stock Returns Using Factor Model
Camilla Guo
Camilla Guo
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Predict Stock Returns Using Factor Model

Use factor model to predict stock return and evaluate our predictions on stock returns.

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Apply now
Mondays
 at
7:00
P.M.
 ET /
4:00
P.M.
PT
8 weeks, 2-3 hours per week
Intermediate
No experience required
No experience required
Some experience required
Degree and experience required

Description

In this Build Project you will use factor models to predict stock returns. The project is an example of quantitative finance field, where people utilize the skill of data analysis, statistics and programming to predict stock return and make investment decisions.  You’ll learn to handle data using Python and get a solid introduction to forecasting in finance. The project covers important basics like data analysis and applying factor models. Completing it will gear you up for entry-level finance and data science jobs, which are key roles in many U.S. industries. This is a great start for students aiming for a future in the financial sector.

Session timeline

  • Applications open
    May 27, 2024
  • Application deadline
    June 23, 2024
  • Project start date
    Week of July 8, 2024
    Week of
    July 8, 2024
  • Project end date
    Week of

What you will learn

  • Use Python to load and process data
  • Learn some key metrics to analyze the key features of data
  • Learn the concept of factor model to predict stock return
Build Projects are 8-week experiences that operate on a rolling basis. Selected participants engage in weekly live workshops with a Build Fellow and 2-15 other students.

Project workshops

1
Introductions
2
Python and Key Packages
3
Data Processing
4
Linear Regression
5
Fama-French Factor Model
6
Predict Stock Return
7
Evaluate the Prediction
8
Presentation and Conclusion

Prerequisites

  • Experience in programming languages, including C, C++, Python, etc.
  • Basic knowledge of math and statistics, including Linear Regression.
  • Basic knowledge of data analysis, including how to estimate the data distribution and visualize the data.

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About the expert

Camilla Guo works in quantitative finance, using her skills in investment, statistics, and computer programming to create smart financial strategies. In her free time, she likes to stay active with fitness, tennis, and skiing. She also enjoys cooking and reading.

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Camilla
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