Publications by C. Alberto Dorantes Dosamantes, Ph.D.
Workshop 2 - 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 5 CHALLENGE 1 6 CHALLENGE 2: RUN A MARKET REGRESSION MODEL FOR A US ...
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Workshop 2 - Statistics for AI
Content 1 Workshop Directions 2 The Central Limit Theorem 2.1 The Uniform Probability Distribution 2.2 Monte Carlo simulation 2.2.1 Simulating numbers with the UNIFORM probability distribution 2.2.2 CHALLENGE 2.2.3 CHALLENGE 2.2.4 Simulating numbers with the NORMAL probability distribution 2.2.5 CHALLENGE 2.2.6 CHALLENGE 3 THE CLT DEFINITION 4 ...
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Workshop 1 - Econometric Models (Python)
Content 0.1 General Directions for each workshop 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...
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Workshop 1 - Accounting Information Systems
Workshop 1 - Information Structures Introduction to Data analytics - Transforming raw business data into summary tables We will learn how to compute basic elements of the income statement using raw transactional sales data. We will introduce the generation of Financial Dashboards using Pivot Tables. Using transactional sales data we will learn how...
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Workshop 1 Solution - Investment Funds
Content 1 General directions for this Workshop 2 Portfolio Theory - Review 2.1 What is a Portfolio 2.2 Estimation of expected return of an asset 2.3 Estimation of expected risk of an asset 2.3.1 Variance 2.3.2 Standard deviation - volatility 2.4 Historical Sharpe ratio of a portfolio 3 Calculating expected portfolio return 3.1 Expected portfo...
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Workshop 3 - Investment Theory
Content 1 Introduction to Portfolio Theory 2 Interesting historical facts 3 What is a Portfolio? 4 Expected return and risk of a portfolio 4.1 Expected return of a 2-asset portfolio 4.2 Expected variance of a 2-asset portfolio 4.3 Expected risk of a 2-asset portfolio 4.4 Method to estimate expected return and risk 4.5 Example of expected return a...
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Workshop 2 - Investment Theory
Content 1 The Single-Index Model 1.1 Systematic vs non-systematic risk 1.2 Example 1.3 Estimation of the single-index model with real data 1.4 Challenge: estimate the Single-Index model 2 The CAPM Model 3 CHALLENG 2: Estimate the CAPM for NVDA 4 Quiz 2 and W2 submission Workshop 2, Investment Theory Author Alberto Dorantes, Ph.D. Published ...
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Workshop 1 - Investment Theory
Content 1 What is financial return? 1.1 Reviewing the concept of natural logarithm 1.2 Comparing prices vs log of prices 2 CHALLENGE 1 - Return calculation 3 Review of dispersion measures 3.1 Variance of returns 3.2 Standard deviation of returns - volatility 3.3 Estimating Annual return and volatility using monthly data 3.3.1 Annual average re...
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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 Subsetting the risk-free dataset 3.4 Estimating the premium returns 4 Q Visualize the relationship 5 Q Estimating the CAPM model for a stock 6 CHALLENGE 6.1 INTERPRETATIONS FOR TESLA 7 READIN...
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Workshop 2 Solution - Financial Modeling and Programming
Content 1 The Linear regression model 2 Running a market regression model with real data 2.1 Data collection 2.2 Return calculation 2.3 Visualize the relationship 2.4 Running the market regression model 3 Automating the calculation of market models for many stocks 3.1 Automating downloading and return calculation 3.2 Running manually the market...
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