This Project is a series of 4 mini projects:

building two stock portfolios using current data: one high-risk and one low-risk with more stable performance.”
Examining whether log returns of stocks or indexes follow a normal distribution by testing for normality, analyzing the effect of removing outliers, and constructing a portfolio with more normally distributed returns. It also evaluates an existing portfolio over time to assess the stability of the normality assumption in real markets.
In this project we will explore the time sensitivity and spot price sensitivity of call and put options
Researching and applying a sigma-hedging technique i.e. a hedging strategy for a simulated stock path with varying standard deviation as opposed to a constant one.