Machined risk premia

May 8, 2020 | 0 Comments

Over the last few posts, we’ve discussed methods to set return expectations to construct a satisfactory portfolio. These methods are historical averages, discounted cash flow models, and risk premia. our last post, focused on the third method: risk ...
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PyBoy: A Python GameBoy Emulator

April 28, 2020 | 0 Comments

If you are looking for a project to build a bot or AI application, look no further. Enter the stage, PyBoy, a Nintendo Game Boy (DMG-01 [1989]) written in Python 2.7. The implementation runs in almost pure Python, but with dependencies for drawing graphics and getting user interactions through SDL2 and NumPy. ...
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Free Springer Books during COVID19

April 24, 2020 | 0 Comments

Book publisher Springer just released over 400 book titles that can be downloaded free of charge following the corona-virus outbreak. Here’s fhe full overview: https://link.springer.com/search?facet-content-type=%22Book%22&package=mat-covid19_textbooks&facet-language=%22En%22&sortOrder=newestFirst&showAll=true Most of these books will normally set you back about $50 ...
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Risk premia

April 24, 2020 | 0 Comments

Our last post discussed using the discounted cash flow model (DCF) as a method to set return expectations that one would ultimately employ in building a satisfactory portfolio. We noted that if one were able to have a reasonably good estimate of the cash flow growth rate of an asset, ...
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Recreating a Shiny App with Flask

April 21, 2020 | 0 Comments

So RStudio Connect has embraced Python and now runs Flask applications! At Jumping Rivers we make a lot of use of R, shiny, and Python for creating visual tools for our clients. Shiny has a lot of nice features, in particular it is very fast for prototyping web applications. Over ...
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Building a Rule-based Chatbot in Python

April 15, 2020 | 0 Comments

Rule-based chatbots are one of the earliest types of chatbots developed - dating back to the early 1960s. In the second part of this series on chatbots, we take a deeper look into how these chatbots work and how we can build one in Python.
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Discounted expectations

April 15, 2020 | 0 Comments

After our little detour into GARCHery, we’re back to discuss capital market expectations. In Mean expectations, we examined using the historical average return to set return expectations when constructing a portfolio. We noted hurdles to this approach due to factors like non-normal distributions, serial correlation, and ultra-wide confidence intervals. ...
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