├── .gitignore ├── Book ├── Section 2.2 Abnormality of Financial Distributions │ ├── Section 2.2.3 Daily Returns of the S&P 500 Index.ipynb │ ├── Section 2.2.4 Temporal Invariance.ipynb │ ├── Section 2.2.5 Heteroskedasticity.ipynb │ ├── Section 2.2.6 GARCH.ipynb │ └── Section 2.2.7 Stock Market Returns are Not Normally Distributed.ipynb ├── Section 2.3 The U.S. Stock Market Through Time │ ├── Section 2.3.1 Drift and Momentum.ipynb │ ├── Section 2.3.2 Kurtosis.ipynb │ └── Section 2.3.3 Recessions.ipynb └── Section 2.4 Interest Rates │ ├── Section 2.4.2.2 The Distribution of Changes in Interest Rates.ipynb │ ├── Section 2.4.2.3 A Daily Vasicek GARCH(1,1) Model with Quiet Days Censored.ipynb │ └── Section 2.4.2.4 Testing for Independence in the Direction of Changes of Interest Rates.ipynb ├── LICENSE ├── Medium ├── Crypto_of_the_Hour.ipynb ├── Find_Correlated_Stocks_for_the_NASDAQ_100.ipynb ├── Martingales_Regression.ipynb └── Tabulation_of_the_Performance_of_the_Martingale_on_the_NASDAQ_100.ipynb ├── RATS └── utility.rpf ├── README.md └── S&P_500_Pairwise_Correlations.ipynb /.gitignore: -------------------------------------------------------------------------------- 1 | .DS_Store 2 | -------------------------------------------------------------------------------- /Book/Section 2.2 Abnormality of Financial Distributions/Section 2.2.3 Daily Returns of the S&P 500 Index.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Farmhouse121/Adventures-in-Financial-Data-Science/HEAD/Book/Section 2.2 Abnormality of Financial Distributions/Section 2.2.3 Daily Returns of the S&P 500 Index.ipynb -------------------------------------------------------------------------------- /Book/Section 2.2 Abnormality of Financial Distributions/Section 2.2.4 Temporal Invariance.ipynb: -------------------------------------------------------------------------------- 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