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Project Description Portfolio Optimization and Back-testing Effect of Risk Measures on Portfolio Composition and Performance Random Selection, Expertise and Index Investing Returns and Risks: The Mean and The Median Testing a Trading Strategy Using a Rolling Window CAPM Backtesting a 5-day and 20-day Moving Average Trading Strategy Backtesting a MACD Trading Strategy
Project Description Forecasting Singapore CPI Using Different Time Series Models Effects of Bond Yields, VIX and Initial Jobless Claims on S&P 500 Effects of Seasonality in Forecasting Singapore Consumer Price Index Non-Stationary Processes in Time Series Analysis
The Somewhat Complete Guide to PerformanceAnalytics for Beginners

About Me

Zheng Liang's Avatar

I am Tan Zheng Liang, a Final Year Economics undergraduate at Nanyang Technological University, Singapore. This GitHub Pages documents my learning experience in R, covering topics mostly on econometrics and finance. The codes are available in the projects and my Learning-R Repository on GitHub.

Everyone is welcomed to read about the projects that are on the site. However, the projects were mainly intended to learn about portfolio optimization and econometric modelling and the application of R in these fields. It may be useful to those who are learning R for basic econometric modelling and portfolio optimization but readers who are looking for more advanced content on these topics may not find what they want. However, I am always looking to improve on what I have learnt, so more content can be expected in the future.