April 2019
Intermediate to advanced
426 pages
11h 13m
English
Content preview from Mastering Python for Finance - Second Edition
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Predicting returns with a cross-asset momentum model
In this section, we will create a cross-asset momentum model by having the prices of four diversified assets predict the returns of JPM on a daily basis for the year of 2018. The prior 1-month, 3-month, 6-month, and 1-year of lagged returns of the S&P 500 stock index, 10-year treasury bond index, US dollar index, and gold prices will be used for fitting our model. This gives us a total of 16 features. Let's begin by preparing our datasets for developing our models.
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.