Fabian SchelerA fast R function for calculating rolling downside deviationThe most common risk measure, standard deviation, does not account for investors’ particularly strong distaste for losses.3 min read·Jul 21, 2022----
Fabian SchelerHow to scrape the FOMC’s economic projections and replicate its Dot Plot in PythonDots are to be taken with a big, big grain of salt (Jerome Powell)9 min read·Apr 27, 2022----