This is a summary of links featured on Quantocracy on Wednesday, 03/08/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
-
Candlestick Subplots with Plotly and the AlphaVantage API [Quant Start]AlphaVantage were founded in 2017 following the demise of the Yahoo Finance API. They offer OHLC data on 100,000+ securities, ETFs and mutual funds. Along with Forex, Crypto and Fundamental data, all accessible via their REST API. They offer free or premium membership which depend on the number API calls you require. Their premium packages range from 49.99 to $249.99 a month. While most of their
-
Risk contribution in portfolio management [Quant Dare]We usually compute return attribution to know how much each asset contributes to portfolio return. This calculation is quite easy because return formula is linear and sub-additive. In that context, one can split the whole portfolio return in smaller parts corresponding to each asset. However, although risk measures have to be coherent (monotonous, sub-additive, homogeneous and translational