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filepython-for-finance-investment-fundamentals-data-ytics

python for finance investment fundamentals ytics
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  • MP411-part-ii-finance-calculating-and-comparing-rates-of-return-in-python\\/061-popular-stock-indices-that-can-help-us-understand-financial-rkets.mp46.61MB
  • MP411-part-ii-finance-calculating-and-comparing-rates-of-return-in-python\\/062-calculating-the-rate-of-return-of-indices.mp49.31MB
  • MP412-part-ii-finance-measuring-investment-risk\\/063-how-do-we-measure-a-securitys-risk.mp411.09MB
  • MP412-part-ii-finance-measuring-investment-risk\\/0-calculating-a-securitys-risk-in-python.mp416.39MB
  • MP412-part-ii-finance-measuring-investment-risk\\/065-the-benefits-of-portfolio-diversification.mp46.90MB
  • MP412-part-ii-finance-measuring-investment-risk\\/066-calculating-the-covariance-between-securities.mp47.69MB
  • MP412-part-ii-finance-measuring-investment-risk\\/067-measuring-the-correlation-between-stocks.mp46.64MB
  • MP412-part-ii-finance-measuring-investment-risk\\/068-calculating-covariance-and-correlation.mp412.19MB
  • MP412-part-ii-finance-measuring-investment-risk\\/069-considering-the-risk-of-multiple-securities-in-a-portfolio.mp410.58MB
  • MP412-part-ii-finance-measuring-investment-risk\\/070-calculating-portfolio-risk.mp46.34MB
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  • MP412-part-ii-finance-measuring-investment-risk\\/072-calculating-diversifiable-and-nondiversifiable-risk-of-a-portfolio.mp47.03MB
  • MP413-part-ii-finance-using-regressions-for-financial-ysis\\/073-the-fundamentals-of-simple-regression-ysis.mp46.42MB
  • MP413-part-ii-finance-using-regressions-for-financial-ysis\\/074-running-a-regression-in-python.mp414.24MB
  • MP413-part-ii-finance-using-regressions-for-financial-ysis\\/075-are-all-regressions-created-equal-learning-how-to-distinguish-good-regressions.mp49.03MB
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  • MP414-part-ii-finance-rkowitz-portfolio-optimization\\/077-markowitz-portfolio-theory-one-of-the-main-pillars-of-modern-finance.mp413.32MB
  • MP414-part-ii-finance-rkowitz-portfolio-optimization\\/078-obtaining-the-efficient-frontier-in-python-part-i.mp412.53MB
  • MP414-part-ii-finance-rkowitz-portfolio-optimization\\/079-obtaining-the-efficient-frontier-in-python-part-ii.mp411.59MB
  • MP414-part-ii-finance-rkowitz-portfolio-optimization\\/080-obtaining-the-efficient-frontier-in-python-part-iii.mp43.75MB
  • MP415-part-ii-finance-the-capital-asset-pricing-model\\/081-the-intuition-behind-the-capital-asset-pricing-model-capm.mp48.83MB
  • MP415-part-ii-finance-the-capital-asset-pricing-model\\/082-understanding-and-calculating-a-securitys-beta.mp47.41MB
  • MP415-part-ii-finance-the-capital-asset-pricing-model\\/083-calculating-the-beta-of-a-stock.mp46.32MB
  • MP415-part-ii-finance-the-capital-asset-pricing-model\\/084-the-capm-formula.mp46.90MB
  • MP415-part-ii-finance-the-capital-asset-pricing-model\\/085-calculating-the-expected-return-of-a-stock-capm.mp45.31MB
  • MP415-part-ii-finance-the-capital-asset-pricing-model\\/086-introducing-the-sharpe-ratio-and-the-way-it-can-be-applied-in-practice.mp44.27MB
  • MP415-part-ii-finance-the-capital-asset-pricing-model\\/087-obtaining-the-sharpe-ratio-in-python.mp42.67MB
  • MP415-part-ii-finance-the-capital-asset-pricing-model\\/088-measuring-alpha-and-verifying-how-good-or-bad-a-portfolio-nager-is-doing.mp47.53MB
  • MP416-part-ii-finance-multivariate-regression-ysis\\/089-multivariate-regression-ysis-a-valuable-tool-for-finance-practitioners.mp410.84MB
  • MP416-part-ii-finance-multivariate-regression-ysis\\/090-running-a-multivariate-regression-in-python.mp415.38MB
  • MP417-part-ii-finance-monte-carlo-simulations-as-a-decisionking-tool\\/091-the-essence-of-monte-carlo-simulations.mp44.80MB
  • MP417-part-ii-finance-monte-carlo-simulations-as-a-decisionking-tool\\/092-monte-carlo-applied-in-a-corporate-finance-context.mp44.96MB
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  • MP417-part-ii-finance-monte-carlo-simulations-as-a-decisionking-tool\\/103-monte-carlo-euler-discretization-part-ii.mp43.56MB
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