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Asset Price and Return Analysis by Tanya Montmean is a document available to read on EtoBox.

What is Asset Price and Return Analysis about?

The document outlines a final project involving data analysis of asset prices and returns using Python libraries such as pandas and matplotlib. It includes steps for loading data, calculating percentage changes, visualizing asset prices and returns, and applying a Gaussian Hidden Markov Model to identify market regimes. The analysis concludes with the calculation of mean returns, volatility, and correlation for different market regimes, along with suggested asset weights for stable and volatile markets.

Author

Tanya Montmean

Language

EN