In this tutorial, we’ll continue exploring stylized fact and will go through Stylized fact 5: understanding leverage effect using Python.
Uncategorized
Concat & Append Dataframes in Pandas
While working with dataframes we do come across a problem of combining multiple dataframes together or you can say “Concat & Append Dataframes”
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 […]