@inproceedings{eca63d8e8a8b43c6b1ff0bb3563a8776,
title = "Quantitative Analysis of Stock Portfolio: Taking Six Technology Companies as Example",
abstract = "This article introduces a quantitative analysis method of selected stocks with Python. Firstly, the portfolio weight of the six selected technology stocks with maximum Sharpe Ratio was determined. Secondly, the performance of the portfolio according to the historical data was back-tested. Also, Fama-French three-factor model was used to analyze the factors that might affect the stock price and a regression analysis was done on these factors. Through quantitative analysis, the portfolio weights with maximum Sharpe Ratio and minimum volatility of target stocks could be given out respectively. ",
keywords = "Component, Fama-French three-factor model, Markowitz Portfolio Theory, Regression analysis, Sharpe Ratio",
author = "Heng Li and Xiaoxi Zhu and Xiao Wang",
year = "2022",
month = apr,
day = "20",
doi = "10.1109/CBFD52659.2021.00101",
language = "English",
isbn = "9781665429641",
series = "Proceedings - 2021 International Conference on Computer, Blockchain and Financial Development, CBFD 2021",
publisher = "IEEE",
pages = "468--473",
booktitle = "Proceedings - 2021 International Conference on Computer, Blockchain and Financial Development, CBFD 2021",
address = "USA United States",
note = "2021 International Conference on Computer, Blockchain and Financial Development, CBFD 2021 ; Conference date: 23-04-2021 Through 25-04-2021",
}