Publications by C. Alberto Dorantes Dosamantes, Ph.D.
Workshop 3 Solution - Financial Modeling and Programming
Content 1 General directions for this Workshop 2 What is a Portfolio? 3 Calculating historical returns and risk of a portfolio 3.1 Historical return of a portfolio 3.2 Historical risk (volatility) of a portfolio 3.2.1 What is variance of returns? 3.2.2 What is standard deviation? 3.3 Historical Sharpe ratio of a portfolio 4 Calculating expecte...
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Assessment v2- Algoritmos y Análisis de Datos
Contenido 1 Escenario: 2 Objetivo del Caso: 3 Instrucciones y Lineamientos 4 Recursos Permitidos 5 Reglas del Juego y Advertencias 6 Rúbrica de Evaluación Algoritmos y Análisis de Datos - Assessment v2 FZ2022 Algoritmos y Análisis de Datos Published October 14, 2024 1 Escenario: Eres un gestor de fondos de renta variable con el objetivo de...
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Assessment - Algoritmos y Análisis de Datos
Contenido 1 Escenario: 2 Objetivo del Caso: 3 Instrucciones y Lineamientos 4 Recursos Permitidos 5 Reglas del Juego y Advertencias 6 Rúbrica de Evaluación Algoritmos y Análisis de Datos - Assessment v1 FZ2022 Algoritmos y Análisis de Datos Published October 14, 2024 1 Escenario: Eres un gestor de fondos de renta variable con el objetivo de...
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Workshop 7 - Statistics for AI
Content 1 Introduction to Time Series 2 Non stationary variables - The Random Walk model for stock prices 3 Monte Carlo simulation for the random walk model 3.1 Downloading data for the S&P500 3.2 Estimating the parameters of the random walk model 3.2.1 Simulating the random walk with drift 4 References Workshop 7, Advanced AI - Statistics Mod...
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Portfolio Index - Example - Econometric Models
Content 1 Download prices 2 Creating an index for an equally-weighted portfolio: 3 Adding the INDEXPORT to the price dataset 4 Calculate returns for all prices and the Index 5 Download the risk-free rate 6 Adding the premium returns to the price dataset 7 Visualize relationship between premium returns 8 RUNNNG THE CAPM FOR THE INDEX1 PORTFOLIO Po...
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Workshop 3 Solution - Econometric Models
Content 1 Q Estimating the CAPM model for a stock 2 The CAPM model 3 Data collection 3.1 Download stock data 3.2 Download risk-free data from the FED 3.3 Estimating the premium returns 4 Visualize the relationship 5 Q Estimating the CAPM model for a stock 6 CHALLENGE 1 7 READING 8 Quiz 3 and W3 submission Workshop 3 Solution, Econometric Models...
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Statistics for AI - Project 1 - Directions for improvement
Content 1 Introduction 2 Feedback 3 Regarding descriptive statistics of financial ratios 4 Regression Diagnosis 5 Interpretation of the 2nd version of your model Project 1 improvement Author Alberto Dorantes D. Published August 27, 2024 Abstract These are directions to improve your first draft of Project 1: Analyzing the US financial m...
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Workshop 2 Solution - Econometric Models
Content 1 The Central Limit Theorem 2 Introduction to Hypothesis testing 3 The Linear regression model 4 CHALLENGE: Running a market regression model with real data 4.1 Data collection 4.2 Return calculation 4.3 Visualize the relationship 4.4 RUNNING THE MARKET REGRESSION MODEL 4.4.1 95% CONFIDENCE INTERVAL OF THE BETA COEFFICIENTS 5 CHALLENGE ...
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Workshop 3 - Econometric Models
Content 1 Q Estimating the CAPM model for a stock 2 The CAPM model 3 Data collection 3.1 Download stock data 3.2 Download risk-free data from the FED 3.3 Estimating the premium returns 4 Visualize the relationship 5 Q Estimating the CAPM model for a stock 6 READING 7 Quiz 3 and W3 submission Workshop 3, Econometric Models Author Alberto Doran...
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Workshop 1 Solution - Econometric Models
Content 1 Introduction to data management in Finance 1.1 Importing Python packages 1.2 Downloading real financial prices 2 Return calculation 2.1 Simple and continuously compounded (cc) return 2.2 Reviewing the concept of natural logarithm 2.3 Return calculation 3 Descriptive statistics for Finance 3.1 Central tendency measures 3.1.1 Arithme...
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