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shreyasxi/README.md
  • 👋 Hello, I am Shreyas! I'm an MSc Finance candidate at Warwick Business School
  • 📚 My areas of interest are financial econometrics, macroeconomics and financial markets.
  • 🌱 I am proficient in R, Python and have working knowledge of MATLAB and Stata
  • 📫 Super chatty on most topics! Feel free to ping me on Linkedin or drop me an Email, see you!

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  1. ecb-narrative-tone-market-impact-thesisecb-narrative-tone-market-impact-thesisPublic

    This repository contains the full, reproducible materials for my MSc Finance thesis on ECB narrative tone and market impact. The thesis examines the heterogeneous effects of ECB communication tone …

    Jupyter Notebook 1

  2. PEAD-Anomaly-in-US-EquitiesPEAD-Anomaly-in-US-EquitiesPublic

    This repository explores whether earnings surprises predict stock returns in US markets (2000–2023). It uses an event study approach and tests for abnormal returns under different asset pricing mod…

    Jupyter Notebook

  3. Return-Predictability-and-Fund-EvaluationReturn-Predictability-and-Fund-EvaluationPublic

    This repository explores return predictability using volatility measures and evaluates fund performance through Fama-French factor models. It also includes a custom portfolio analysis of the “Magni…

    Jupyter Notebook

  4. Forecasting-and-Backtesting-Risk-Models-for-FX-PortfoliosForecasting-and-Backtesting-Risk-Models-for-FX-PortfoliosPublic

    This repository evaluates the performance of volatility and Value-at-Risk (VaR) models in forecasting risk for two portfolios: an equally weighted portfolio of nine developed market currencies and …

    R 1 1

  5. Asset-Pricing-in-the-Bond-MarketAsset-Pricing-in-the-Bond-MarketPublic

    Building on the extensive body of research exploring risk factors in equity markets, we evaluated multiple factor models to explore the determinants of risk premia in the corporate bond market.

    R