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implement correlation, orthogonalize in python #17

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sichen1234 opened this issue Dec 3, 2021 · 0 comments

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sichen1234 commented Dec 3, 2021

Implement the R correlation script in python

It should calculate correlations and regressions with bond market and other Fama French factors

We should then use the significant regression coefficients to create orthogonalized series of the BMG

sichen1234 assigned mattbowler

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