This project provides a framework for generating 7-year Real Estate return forecasts and de-smoothed volatility estimates across multiple sector-region pairs, leveraging ARIMA/SARIMA models and forward-looking macroeconomic adjustments. It also employs Michaud Resampling for improved and robust portfolio allocations.

Features:

• Hybrid long-term return forecasting with SARIMA and sector/region-specific macro adjustments.
• De-smoothed volatility estimation for more realistic risk parameters.
• Michaud Resampling for enhanced portfolio diversification and robustness.
• Organized code structure, automated testing, and continuous integration.

Getting Started:

pip install -r requirements.txt