This repository contains the files and datasets for the Vayner Box project. The major outcome of the project is to simulate the portfolio returns for the following funds traded on the Nigerian Stock Exchange:
- AXA MMF
- STB ETF
- STB ABS
- STB GI
- STB EURO
- FBN EURO
The Portfolio and Macro dataset provides data on 16 Macroeconomic variables. The Funds are placed side by side with the macroeconomic variables to determine which variables can better track the growth of each fund. This is estimated using a Multivariate Regression Model.
Pull requests are welcome.