Leverage Effect using VIX and Python Hi All! Today, in the part 13 of Financial Analytics series, we will be learning about an alternative method of identifying Leverage Effect using VIX and Python. If you’re new to this series, we suggest that you start from here. What is VIX? VIX is also called as […]
Category: DS Concepts
Leverage Effect using Python: FA12
In this tutorial, we’ll continue exploring stylized fact and will go through Stylized fact 5: understanding leverage effect using Python.
Auto-correlation in Squared Returns: FA11
In this tutorial, we’ll continue exploring stylized fact and will go through Stylized fact 4: Decreasing auto-correlation trend in squared/absolute returns.
Auto-correlation in Log Returns: FA10
In this tutorial, we’ll continue exploring stylized fact and will go through Stylized fact 3: Is auto-correlation absent in returns? and will see if there is decreasing auto-correlation trend in squared/absolute returns using Python.
Volatility Check in Returns charts: FA9
Volatility Check in Returns charts Hi All! In our previous tutorial, we had introduced stylized facts, what the five stylized facts are and had also covered stylized fact 1 – Distribution of returns – Is it non-Gaussian? In this tutorial, we will be covering stylized fact 2 – “Are Volatility clusters formed in returns […]