Hi👋, I'm Ali Ammar.

Resume

Projects

1. Asset and Market Indicator Relationship Analysis

Description & Objectives

A comprehensive analysis of how key macroeconomic indicators interact with major financial assets. The goal was to uncover patterns and probabilistic relationships that can inform portfolio construction, risk management, and timing strategies.

Data Sources & Methods Used

• Data Sources
  • FRED (Federal Reserve Economic Data)
  • Kaggle
• Methods
  1. Data Cleaning & Alignment: Dropped empty columns, unified date keys, merged 20 datasets into one monthly‐resampled DataFrame.
  2. Exploratory Data Analysis: Time series subplots, distribution histograms.
  3. Statistical Analysis: Correlation heatmaps, regression models, peak‐detection.
  4. Probabilistic Assessment: Contingency tables to quantify “Up/Down” co-movements.

Results & Insights

• VIX vs. SPY: Strong inverse relationship—SPY rises when VIX falls ~ 89 % of months.
• VIX vs. Oil: Weaker but notable inverse moves; volatility troughs often coincide with oil rallies.
• DXY vs. XAU: Clear inverse hedge—gold gains when the dollar weakens (~ 63 % probability).

Tools

Visualizations

Overlayed subplots showing SPY, OIL, XAU, VIX, DXY, etc.

Pearson correlation matrix of month-over-month returns.

Scatter of monthly VIX vs. SPY percentage changes, with quadrants.