DS Concepts DS Languages

Leverage Effect using VIX and Python: FA13

  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 […]

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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.

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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 […]

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