Customers Forecast with ARIMA
In this post I am going to do a forecast for an Airline company using the model Arima. To do so, I will stationarize the series, I will study the seasonality, the autocorrelations and partial autocorrelation to determine the optimal … Continued
Bitcoin and Assets Classes Correlation
In this post I am going to analyze returns, cumulative returns and Sharpe ratio for different assets such as : Bitcoin, different currencies, Interest Rates, Bonds, Stock indexes, futures over Stock indexes and Commodites. At the end I will calculate … Continued