The Capital Asset Pricing Model (CAPM): Financial Analysis In Python

In this article I explain how to perform basic financial analysis for stock time-series. The CAPM models is also explained and used to estimate asset expected return based on historical data.

Serafeim Loukas, PhD

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Figure produced by the author in Python.

1. Introduction

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Serafeim Loukas, PhD

Data Scientist @ Natural Cycles (Switzerland). PhD, MSc, M.Eng. Bespoke services on demand