Analysing the US banking data This was a project I worked on during my stay as intern in IIM Bangalore with Prof.Abhinav Anand. The project aimed to find a pattern using the correlations in the returns among large banks and also autocorrelations in the returns of each bank and to hypothesize about their behavior. My contribution invovled finding the autocorrelations in returns at daily, weekly and monthly frequencies. The repository consists of an R markdown file written for the purpose. Link for the data file is here: https://drive.google.com/open?id=19FmyK-PHm7v1o1sCNH5qMALSN9mXcNun