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<!DOCTYPE html>
<html>
<head>
<title>Tan Zheng Liang's Portfolio</title>
<link rel="stylesheet" href="css/styles.css">
<meta name="google-site-verification" content="SEmt7mBEQZuJOqhi-TM6ShSnTFJAPND4doJcn7a87aI" />
<meta name="viewport" content= "width=device-width, initial-scale=0.6">
</head>
<body>
<!-- Navigation Bar and Dropdown Button and Content-->
<div class="navbar">
<a href="/">Home</a>
<a href="/AboutMe.html">About Me</a>
<div class="dropdown">
<button class="dropbtn">Portfolio Optimization and Back-testing Trading Strategies</button>
<div class="dropdown-content">
<a href="/Portfolio Optimization and Back-testing Trading Strategies/Project Description.html">Project Description</a>
<a href="/Portfolio Optimization and Back-testing Trading Strategies/Portfolio Optimization and Back-testing.html" target="_blank">
Portfolio Optimization and Back-testing</a>
<a href="/Portfolio Optimization and Back-testing Trading Strategies/Effect of Risk Measures on Portfolio Composition and Performance.html" target="_blank">
Effect of Risk Measures on Portfolio Composition and Performance</a>
<a href="/Portfolio Optimization and Back-testing Trading Strategies/Random Selection Expertise and Index Investing.html" target="_blank">
Random Selection, Expertise and Index Investing</a>
<a href="/Portfolio Optimization and Back-testing Trading Strategies/Returns and Risks_The Mean and The Median.html" target="_blank">
Returns and Risks: The Mean and The Median</a>
<a href="/Portfolio Optimization and Back-testing Trading Strategies/Testing a Trading Strategy Using a Rolling Window CAPM.html" target="_blank">
Testing a Trading Strategy Using a Rolling Window CAPM</a>
<a href="/Portfolio Optimization and Back-testing Trading Strategies/Backtesting a 5-day and 20-day Moving Average Trading Strategy.html" target="_blank">
Backtesting a 5-day and 20-day Moving Average Trading Strategy</a>
<a href="/Portfolio Optimization and Back-testing Trading Strategies/Backtesting a MACD Trading Strategy.html" target="_blank">
Backtesting a MACD Trading Strategy</a>
</div><!-- /dropdown-content -->
</div><!-- /dropdown -->
<div class="dropdown">
<button class="dropbtn">Econometrics</button>
<div class="dropdown-content">
<a href="/Econometrics Projects/Project Description.html">Project Description</a>
<a href="/Econometrics Projects/Forecasting Singapore CPI Using Different Time Series Models.html" target="_blank">
Forecasting Singapore CPI Using Different Time Series Models</a>
<a href="/Econometrics Projects/Effects of Bond-Yields VIX Initial-Jobless-Claims on SP500.html" target="_blank">
Effects of Bond Yields, VIX and Initial Jobless Claims on S&P 500</a>
<a href="/Econometrics Projects/Effects of Seasonality in Forecasting Singapore Consumer Price Index.html" target="_blank">
Effects of Seasonality in Forecasting Singapore Consumer Price Index</a>
<a href="/Econometrics Projects/Non-Stationary Processes in Time Series Analysis.html" target="_blank">
Non-Stationary Processes in Time Series Analysis</a>
</div><!-- /dropdown-content -->
</div><!-- /dropdown -->
<div class="dropdown">
<button class="dropbtn">Introductory Guides</button>
<div class="dropdown-content">
<a href="/Introductory Guides/The Somewhat Complete Guide to PerformanceAnalytics for Beginners.html" target="_blank">
The Somewhat Complete Guide to PerformanceAnalytics for Beginners</a>
</div><!-- /dropdown-content -->
</div><!-- /dropdown -->
</div><!-- /navbar -->
<!-- Main Content on the Webpage-->
<div class="container">
<div class="blurb">
<h1>Hi, I'm Zheng Liang</h1>
<p>
I'm an Economics undergraduate in my final year at Nanyang Technological University, Singapore.
This website contains projects on econometrics and portfolio optimization (with possibly more topics in the future)
which I learnt during my course of study at NTU. The projects serve as a way to learn about the applications of R in
these fields using real-world data, such as stock prices and economic data.
</p>
<p>
Using the navigation bar or links below would open a new tab/window to show the content for the respective projects.
</p>
<section>
<h2><a style="color:black;" href="/Portfolio Optimization and Back-testing Trading Strategies/Project Description.html">
Portfolio Optimization and Back-testing Trading Strategies Projects</a></h2>
<p>The projects in this topic covers portfolio optimization in R and explores different measures of returns and
risks, as well as back-testing of different trading strategies.</a></p>
<p>It also includes some fun/thought experiments which I wanted to test/evaluate. However, such projects do not
delve into the use of statistical methods to prove or disprove of any investment or trading methodology.</a></p>
<ul>
<li><a href="/Portfolio Optimization and Back-testing Trading Strategies/Portfolio Optimization and Back-testing.html" target="_blank">
Portfolio Optimization and Back-testing</a></li>
<li><a href="/Portfolio Optimization and Back-testing Trading Strategies/Effect of Risk Measures on Portfolio Composition and Performance.html" target="_blank">
Effect of Risk Measures on Portfolio Composition and Performance</a></li>
<li><a href="/Portfolio Optimization and Back-testing Trading Strategies/Random Selection Expertise and Index Investing.html" target="_blank">
Random Selection, Expertise and Index Investing</a></li>
<li><a href="/Portfolio Optimization and Back-testing Trading Strategies/Returns and Risks_The Mean and The Median.html" target="_blank">
Returns and Risks: The Mean and The Median</a></li>
<li><a href="/Portfolio Optimization and Back-testing Trading Strategies/Testing a Trading Strategy Using a Rolling Window CAPM.html" target="_blank">
Testing a Trading Strategy Using a Rolling Window CAPM</a></li>
<li><a href="/Portfolio Optimization and Back-testing Trading Strategies/Backtesting a 5-day and 20-day Moving Average Trading Strategy.html" target="_blank">
Backtesting a 5-day and 20-day Moving Average Trading Strategy</a></li>
<li><a href="/Portfolio Optimization and Back-testing Trading Strategies/Backtesting a MACD Trading Strategy.html" target="_blank">
Backtesting a MACD Trading Strategy</a></li>
</ul>
</section>
<section>
<h2><a style="color:black;" href="/Econometrics Projects/Project Description.html">Econometrics Projects</a></h2>
<p>The projects in this topic mainly includes time series analysis of economic and financial data using R.</a></p>
<ul>
<li><a href="/Econometrics Projects/Forecasting Singapore CPI Using Different Time Series Models.html" target="_blank">
Forecasting Singapore CPI Using Different Time Series Models</a></li>
<li><a href="/Econometrics Projects/Effects of Bond-Yields VIX Initial-Jobless-Claims on SP500.html" target="_blank">
Effects of Bond Yields, VIX and Initial Jobless Claims on S&P 500</a></li>
<li><a href="/Econometrics Projects/Effects of Seasonality in Forecasting Singapore Consumer Price Index.html" target="_blank">
Effects of Seasonality in Forecasting Singapore Consumer Price Index</a></li>
<li><a href="/Econometrics Projects/Non-Stationary Processes in Time Series Analysis.html" target="_blank">
Non-Stationary Processes in Time Series Analysis</a></li>
</ul>
</section>
<section>
<h2>Introductory Guides</h2>
<p>
The files here are beginner guides to some of the packages I have been using for the different projects on this site.
</a></p>
<p>
I produced it while exploring the different functions and attempted to clarify some of the confusion I had while
using them in my projects. It does not cover all the functions in each package, only those that I used frequently, thus
making the guides somewhat complete. However, I hope that compiling the problems I faced and Googled while using the packages
into a document would be able to help others who encounter the same problems.
</a></p>
<ul>
<li><a href="/Introductory Guides/The Somewhat Complete Guide to PerformanceAnalytics for Beginners.html" target="_blank">
The Somewhat Complete Guide to PerformanceAnalytics for Beginners</a></li>
</ul>
</section>
</div><!-- /blurb -->
</div><!-- /container -->
<footer>
<ul>
<li><a href="https://www.linkedin.com/in/tan-zheng-liang/">LinkedIn</a></li>
<li><a href="https://github.com/zheng-liang" target="_blank">GitHub Profile</a></li>
<li><a href="https://github.com/zheng-liang/Learning-R" target="_blank">Learning-R Repository</a></li>
</ul>
</footer>
</body>
</html>