Betting-Against-Beta

Implementation of Trading Algorithm Betting agianst Beta based on the research paper by Andrea Frazzini and Lasse H.Pedersen. Calculation of Beta is done by Regression on the CAPM equation
Dataset taken is NIFTY 50 stocks from 2002 to 2019 and implementing the strategy with daily, weekly and monthly rebalancing of the portfolio with a 6 month rolling window
Performed and analyzed the difference in output on equal weighted and value weighted portfolios

To see the code, you should first see Load_Data before Trade_karo. (market_cap) is the one on value weighted portfolios

Name		Name	Last commit message	Last commit date
Latest commit History 21 Commits
.ipynb_checkpoints		.ipynb_checkpoints
.~lock.Data3.ods#		.~lock.Data3.ods#
.~lock.NIFTY50.xlsx#		.~lock.NIFTY50.xlsx#
BAB_data.csv		BAB_data.csv
Beta_calc.csv		Beta_calc.csv
Beta_done.csv		Beta_done.csv
Beta_with_cap.csv		Beta_with_cap.csv
Data_i.csv		Data_i.csv
Final.csv		Final.csv
Load_Data (market_cap).ipynb		Load_Data (market_cap).ipynb
Load_Data.ipynb		Load_Data.ipynb
MF.csv		MF.csv
Monthly.csv		Monthly.csv
Monthly_valuew.csv		Monthly_valuew.csv
Portfolio.csv		Portfolio.csv
Portfolio_Value_Capital.csv		Portfolio_Value_Capital.csv
README.md		README.md
Trade_karo (market_cap).ipynb		Trade_karo (market_cap).ipynb
Trade_karo.ipynb		Trade_karo.ipynb
Weekly.csv		Weekly.csv
Weekly_valuew.csv		Weekly_valuew.csv
data_f.csv		data_f.csv
data_i.csv		data_i.csv
data_m.csv		data_m.csv

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