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COVID-19 Growth Analysis

I played around with the COVID-19 data and created a notebook that allows you to analyze this data on Quantopian. So far this contains just a very simple growth analysis over time. It would be quite interesting to combine this data with financial data and see how markets are impacted in response to developments around COVID-19. Curious to see what the community comes up with, happy hacking!

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4 responses

I should be doing something else at the moment, but this was too interesting to pass. I never knew you could upload the dataset directly to the notebook!

I plotted 1 to 4-day future returns' correlations with various sectors and (as shown attached) with all stocks. There is a negative correlation between the US
' cases proportion of the world and returns, which indicates a potential alpha source.

The Energy sector was hit hard with the same US proportion factor, but it was likely more affected by the tanking of oil price rather than this.

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@Thomas Wiecki Where did you obtain the csv? Is it directly downloaded or is it aggregated results from Johns Hopkins repo?

@Mendelbrot Julia: I aggregated it from the John's Hopkins repo, will update periodically.

@Jay: That's a really cool analysis and an interesting idea. It seems very plausible that the growth rates of COVID-19 would have an influence on market movements. When I looked at growth rates I found it helpful to average them over 3-4 days as daily ones are quite noisy and I think rates over a few days will have an even stronger effect. The other interesting angle is supply chain, as well as health care.