📊 Global Market Shock Analysis (2020–Present)

This project analyzes how major financial markets reacted to global macroeconomic shocks since 2020.

The analysis includes:

• S&P 500
• Gold
• WTI crude oil
• EUR/USD exchange rate
• EUR/PLN and USD/PLN exchange rates

Using Python and financial data analysis techniques, the project explores:

• asset price dynamics
• market correlations
• rolling volatility
• major market shocks

Financial data is obtained via the Yahoo Finance API using the yfinance library.

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📊 Example Visualizations

Global Market Overview

Rolling Market Volatility

PLN Exchange Rates

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🛠 Technologies

• Python
• pandas
• matplotlib
• seaborn
• yfinance

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📁 Project Structure

market-shock-analysis

│

├── market_shock_analysis.ipynb

├── README.md

└── requirements.txt

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📈 Example Analysis

The notebook examines how global financial markets reacted to major macroeconomic events such as:

• COVID-19 pandemic
• inflation shocks
• global monetary tightening
• energy market disruptions

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👨‍💻 Author

Arseniy Vanitskiy

University of Warsaw
Economics & Mathematics