Data Science DS Concepts DS Languages Python

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.

Continue Reading
Data Science DS Concepts DS Languages 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 […]

Continue Reading
Data Science DS Concepts DS Languages Python

Exploring Log Returns Distributions: FA8

  Exploring Log Returns Distributions Hi All! In our previous tutorial, we learnt how to consider inflation rate in the return series of a stock and obtaining the adjusted return series. In this tutorial, we will start exploring stylized facts of asset returns from technical and analytical point of view and exploring log returns distributions […]

Continue Reading
Back To Top