H6PythonAdvanced
Financial Data Analysis
The final capstone takes you to the markets. Financial data is the ultimate time-series playground — noisy, fat-tailed, and full of hard-won conventions.
Notebook
Enrol to read the notebook and download it to run.
What this module covers
The final capstone takes you to the markets. Financial data is the ultimate time-series playground — noisy, fat-tailed, and full of hard-won conventions.
By the end of it
- How did each asset perform in cumulative and risk-adjusted terms?
- What are the return distributions — and why is "normal" a dangerous assumption?
- How do moving-average signals work, and what do they show?
- How correlated are the assets, and does a portfolio reduce risk?
- What was the worst drawdown, and why does it matter more than volatility to a real investor?