Portfolio Optimization and exploration into ARIMA and SARIMAX forecasting methods

The motive of this project was to create an optimization model for stock portfolio and thus the primary focus was on the optimization phase using mean variance technique. As a miscellaneous activity, with an urge to learn basics about time series model, our team attempted to create a stock selection and analysis model using time series analysis techniques like ARIMA/ARIMAX/SARIMAX in python. The final phase involves the creation of an optimization model in excel using the 'Solver’ module. The mean variance optimization method was used help devise a portfolio as per the needs of the customer with various cases handled from our end. It was finally concluded that with an efficient frontier delineating the Sharpe ratio, a portfolio capable of handling both minimized risk and maximum return can be created.