In this tutorial, we’ll continue exploring stylized fact and will go through Stylized fact 5: understanding leverage effect using Python.
Category: DS Languages
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 […]
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 […]