atoti

Using Twitter to forecast cryptocurrency returns #3 – A time series analysis using VAR

Find out which features can forecast the returns with Granger Causality Test If you have followed my first article, it’s tough scraping Twitter for the sentiment analysis. Here are my initial thoughts:  A Tweet can be super positive but has no impact if there are no followers on the TweetA...

Using Twitter to forecast cryptocurrency returns #1 – How to scrape Twitter for sentiment analysis

80/20 data science dilemma: tough working on Twitter sentiment When my manager brought up the idea of forecasting Cryptocurrencies’ returns with Twitter sentiment, I immediately performed a Google search on how I can lay my hands on the tweets and the cryptocurrencies. Information seems to be abundant and readily available...

Market risk analytics in python: Interactive rolling VaR

The Recipe for Stressed VaR calibration In this post, I want to illustrate how to create an analytical application with atoti and Python that can help to visualize and interactively slice-and-dice the impact of increasing volatility on the Value-at-Risk (VaR) metrics of an investment portfolio. This might be particularly interesting...

Dynamic pivot tables in notebooks: atoti

Drill down to where it matters Edit: Note that this article is based on atoti version 0.4.3 and some features may no longer be relevant. Check out the atoti documentation for the latest features. If you are reading this article because of the title, you probably already know what a...