Implement CER Model & Single Index Model with Point Estimation & Interval Estimation. Use Classical method & Non-parametric Bootstrap (Percentile method, T method).
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Updated
Jan 29, 2020 - Python
Implement CER Model & Single Index Model with Point Estimation & Interval Estimation. Use Classical method & Non-parametric Bootstrap (Percentile method, T method).
The Project is related to Regression and Technical Analysis of Stock Market, The link to project report:
Financial Portfolios, Modern Portfolio Theory, and Asset Pricing
Use pandas to calculate and compare profitability and risk of different investments using the Sharpe Ratio
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