Option Application
Asian Options
Implied Distribution - Illustration
Implied Distribution - Market Application
Monte Carlo Tools
Plain Vanilla Options - Heston Method
Plain Vanilla Options - Lévy Process
Spread Option
Portfolio Analysis
Portfolio Construction
Principal Component Analysis
Return Data Statistics
Temperature
Temperature
Yield Curve
Linear Interpolation & Constant Forward
Mortgage
Term Structure Fitting
Login
|
Register
Principal Component Analysis
Technique for data analysis and processing
Tutorial File: Principal Component Analysis.pdf
Excel Template File: Principal Component Analysis.xlsx
Method
Choose the Method
Excel File
Yahoo Tickers
Import Data
Import File
DataSet Name
To identify the dataset
Yahoo Tickers
Ticker
Ticker
Time Period
From
To
Asset
Quantity to Analyze:
Levels
Changes
Log-Returns
Percentage Returns
Covariance-Correlation:
Covariance Matrix
Correlation Matrix
Desidered explained variance