justinluther
Joined 7 years ago
Joined 7 years ago
Chicago is #28 on the national ranking of murder cities: https://www.cbsnews.com/pictures/murder-map-deadliest-u-s-ci...
It is ranked right in between Chattanooga and Buffalo.
CashGraphs is more oriented towards passive asset allocaters who want to pick a portfolio that has high expected returns for a given risk-tolerance level.
The next flavor I make will probably use something from: http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_...
And for that one I'd like to use some non-normal distributions and other fancier characteristics.
I found the literature on vine copulas to be helpful, particularly the following presentation: https://www.birs.ca/workshops/2013/13w5146/files/Brechmann.p...
I used that as a helpful guide for ways to create some of the more interesting returns simulations.