[Post is also available at quaintitative.com]
If you recall the basics of the notebook where we provided an introduction on market risk measures and VAR, you will recall that parametric VAR simply assumes a…
Real world data can -
This is less of a tutorial, more of a gist to allow me to copy and paste from when I need to quickly generate a random dataset with a mix of datatypes for data science explorations.
We went through multi-variate regression previously here.
In deciding on what features to include in a regression (and for any model in data science), it is definitely not a good thing to throw…
Regression is at the root of almost everything in quantitative finance as well as data science. So it’s good to go into a little more detail that here. As usual, all the code is available at the notebook here.
One of the best ways to demonstrate the usefulness of the Pandas library is to use it to analyse financial data.
We previously used the tweepy library to download tweets. Now we shall endeavour to…
