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Arslan Cem Gürcebe

FINANCIAL DATA ANALYST & TRADER

Projects

Here, you will find a collection of work showcasing my finance, data analysis, and programming skills. Each project aims to explore a different aspect of finance, tackling unique challenges and offering diverse perspectives.

Portfolio Returns

The project calculates the individual securities' and portfolio returns for a given timeframe and returns a normalized interactive chart to observe each security's performance better.

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Stock Price Prediction with Geometric Brownian Motion

The project predicts the price of a stock after a desired period. It takes the mean and standard deviation of returns, then runs 1000 simulations using the Geometric Brownian Motion model to estimate the price range, and then takes the mean of each day in the simulations to come up with a single price prediction.

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Portfolio Value-at-Risk (VaR)

The project calculates the value-at-risk for a single security or a portfolio using both the parametric method and Monte Carlo simulations, returning the maximum potential loss for a given period with a pre-defined confidence level, assuming that returns are normally distributed.

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Maximum Sharpe Ratio Portfolio

The project takes the given portfolio's mean and standard deviation of the returns, then runs 10000 simulations with different weight combinations in order to obtain the portfolio with the highest Sharpe Ratio, which is the optimal portfolio based on the risk and returns. It plots the Capital Market Line(CML) as well, which represents all the portfolios that optimally combine the risk-free rate of return and the market portfolio of risky assets.

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Measuring Portfolio Performance:
Beta and Expected Return w/ CAPM

The project measures both the individual securities and the portfolio's performance by calculating their Beta and Expected Return using the Capital Asset Pricing Model(CAPM). Furthermore, it plots the Security Market Line(SML) which serves as a graphical representation of the CAPM model, then it determines whether the securities in the portfolio performed well or not.

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Option Pricing with the Black-Scholes Model

The project calculates the price of European options before their expiry date using the Black-Scholes Model which is a differential equation that takes the following parameters into account:

- Risk-free rate

- Underlying security price

- Strike price

- Time before the expiry

- Standard deviation

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Creating Buy & Sell Signals with Exponential Moving Averages (EMAs)

The project creates buy and sell signals for the selected ticker, timeframe, and 3 different EMA periods.

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Creating Buy & Sell Signals
with Bollinger Bands

The project creates buy and sell signals for the given ticker, timeframe, and band length using Bollinger Bands.

In order to avoid the look-ahead bias, the previous 1 and 2 days have been taken into account in each data point.

The project additionally applies trailing stop-loss in which the stop-loss percentage could be determined by the user.

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Piotroski F-Score

The project calculates the Piotroski F-Scores of each company in the Dow Jones index, which is used to assess a company's financial strength. The F-Score takes a value between 0 and 9, 9 being the strongest. The final output returns a data frame in which the tickers and their

F-Scores are listed in descending order.

Excel Portfolio Dashboard

This Excel-based Stock Portfolio Tracker is designed to monitor and manage investments with ease. By inputting market transactions on a separate sheet, users can track their portfolio holdings, calculate profit and loss (PnL), and analyze daily performance. The dashboard provides a comprehensive view of market value, historical performance, and portfolio breakdown.

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Excel Interactive Sales Dashboard

This interactive Coffee Sales Dashboard was created from a raw dataset to track key metrics for coffee sales. It includes filters to customize views and provides insights into total sales, product breakdowns, and performance trends. The dashboard is designed to be flexible and easy to use for monitoring sales data.

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Discounted Cash Flow (DCF) Model

The project involves developing a Discounted Cash Flow (DCF) model to calculate the intrinsic value of a company's stock. The model forecasts unlevered free cash flows over a defined period, discounts them to their present value using the Weighted Average Cost of Capital (WACC), and incorporates terminal value to estimate the enterprise value.

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Complete 3-Statement Model

The project involves developing a comprehensive 3-statement financial model derived from three years of transaction data. The model integrates an income statement, balance sheet, and cash flow statement, all dynamically linked and designed for seamless updates. A five-year forecast is included, supported by a scenario-based feature in the income statement, allowing for the analysis of best, base, and worst-case scenarios.

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Tableau Airline Dashboard

This Tableau dashboard analyzes British Airways customer reviews across key metrics like overall rating, cabin staff service, and entertainment. Interactive filters allow users to explore trends by time, traveler type, seat class, and aircraft group, providing clear insights into customer satisfaction.

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Tesla Financial Statement Analysis

The project involves an in-depth analysis of Tesla's financial statements using Excel. It includes vertical and horizontal analysis to examine financial trends, ratio analysis to evaluate performance metrics, and quantitative techniques such as Alpha, Beta, CAPM, and Sharpe Ratio to assess risk and return. Additionally, it features a separate charting tool that allows users to compare Tesla's performance against the Nasdaq over a desired timeframe.

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