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Case Studies
Resampling Persistent Time Series
This article explains how we can resample persistent time series that are expected to mean revert to long-term averages.
Oct 23
•
Anton Vorobets
6
Multi-Asset Simulation
This article presents the nuances of multi-asset simulation, including a Python case study using the Investment Simulation module.
May 28
•
Anton Vorobets
8
Multi-Asset Macro Model
This article explains how the real rate, inflation, and growth factors can be defined in a multi-asset macro model, including a practical Python case…
May 15
•
Anton Vorobets
11
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