Evaluation of Risk Metrics and Normality Test with Market Data
The following project will be used to:
- Use Market Data
- View the Data through Histograms
- Obtain Stock Risk Metrics
- Trading with Time Series: DataFrames and obtaining Returns.
- Perform Normality tests with Assets.
A crucial line of code is the Access Path to the DataSet that have been extracted for the different assets to be used.
In this line, we must indicate the route plus the asset that must be dynamic, therefore, a variable is also declared to perform this task ric. To finish the line of code we must indicate the format in which the file will be read and, as we can see, the format will be csv.
We are going to get the returns by creating a new column called close_previous. Because it is with Yields that we must work to obtain the Risk Metrics.
As we can see, the results can also be viewed in Console and the Graphical representations in Plots.
