CAPM | Capital Asset Pricing Model implementation in python | Business library

by gregyjames Python Version: Current License: MIT

X-Ray Key Features Code Snippets Community Discussions(10)Vulnerabilities Install Support

kandi X-RAY | CAPM Summary

CAPM is a Python library typically used in Retail, Web Site, Business applications. CAPM has no bugs, it has no vulnerabilities, it has a Permissive License and it has low support. However CAPM build file is not available. You can download it from GitHub.

Capital Asset Pricing Model implementation in python to analyze stock risk and return.

Support

Quality

Security

License

Reuse

Support

CAPM has a low active ecosystem.

It has 10 star(s) with 4 fork(s). There are 1 watchers for this library.

It had no major release in the last 6 months.

There are 0 open issues and 1 have been closed. On average issues are closed in 3 days. There are 1 open pull requests and 0 closed requests.

It has a neutral sentiment in the developer community.

The latest version of CAPM is current.

Quality

CAPM has 0 bugs and 0 code smells.

Security

CAPM has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

CAPM code analysis shows 0 unresolved vulnerabilities.

There are 0 security hotspots that need review.

License

CAPM is licensed under the MIT License. This license is Permissive.

Permissive licenses have the least restrictions, and you can use them in most projects.

Reuse

CAPM releases are not available. You will need to build from source code and install.

CAPM has no build file. You will be need to create the build yourself to build the component from source.

It has 23 lines of code, 1 functions and 1 files.

It has low code complexity. Code complexity directly impacts maintainability of the code.

Top functions reviewed by kandi - BETA

kandi has reviewed CAPM and discovered the below as its top functions. This is intended to give you an instant insight into CAPM implemented functionality, and help decide if they suit your requirements.

Compute the capms of the market .

Get all kandi verified functions for this library.

CAPM Key Features

No Key Features are available at this moment for CAPM.

CAPM Examples and Code Snippets

No Code Snippets are available at this moment for CAPM.

Community Discussions

Trending Discussions on CAPM

R: Finance - Compute Beta via CAPM for Panel Data

For Loop for Regression in R?

Dynamic Pie Chart in R Using A Shiny Dashboard

Proc sql UPDATE ERROR 22-322: Expecting a name

How to capitalize the first letter of each name in an array?

Rolling calculation of beta (linear regression slope)

R shiny dygraph causing error when deploying?

R shiny dygraph not rendering

R shiny trouble with renderPlot

R shiny problem calling my function with a button

QUESTION

R: Finance - Compute Beta via CAPM for Panel Data

Asked 2022-Mar-28 at 13:13

I have the following data containing three Funds (A, B and C) and their the respective data for (Return minus Risk Free Rate) and (Market Return minus Risk Free Rate):

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ANSWER

Answered 2022-Mar-28 at 12:51

Are you trying to calculate the variance and covariance to compute the beta?

I would turn your data into a tibble then drop the NA values,

Source https://stackoverflow.com/questions/71647409

QUESTION

For Loop for Regression in R?

Asked 2021-Nov-15 at 11:43

I'm trying to run regression for the CAPM model. This is the formula Ri= a+b(rmrf)+e my Ri is XS1 I have XS1-XS10 and want to run the regression and store them all.

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ANSWER

Answered 2021-Nov-15 at 11:43

for (i in (1:10)){
  assign(paste0("reg_", i), lm(paste0("XS", i, "~rmrf", sep= ""),data=df))
 }

Source https://stackoverflow.com/questions/69973484

QUESTION

Dynamic Pie Chart in R Using A Shiny Dashboard

Asked 2021-Oct-15 at 06:10

I am currently working on a Shiny dashboard that has a slider that outputs the optimal portfolio weights of stocks, gold and silver for a given volatility value using the slider input. I have been able to output the values with a dynamic text output given the slider input, but I cannot figure out how to turn these values into a graph as the text output in Shiny seems to require a function. How can I add a pie chart to this code using the values I get from slidervalues()? It outputs a list of 5 numerical values, now I want to chart the first 3 of them in a pie chart:

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ANSWER

Answered 2021-Oct-13 at 00:17

Not sure how to replicate your logic without your files, but here's an example where the input slider determines the values in the sliderValues data frame, which are in turn used to create a bar chart.

Source https://stackoverflow.com/questions/69547155

QUESTION

Proc sql UPDATE ERROR 22-322: Expecting a name

Asked 2021-Aug-12 at 18:14

I'm stuck trying to update a column default value on a table. I succesfully created the empty column in the table, but then when I run the update command it gives me back this error:

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ANSWER

Answered 2021-Aug-12 at 18:14

What is the comma doing there?

If are using it to represent the decimal point then use a period, not a comma. If you mean it as thousands (or ten thousands) separator then remove it.

Source https://stackoverflow.com/questions/68756381

QUESTION

How to capitalize the first letter of each name in an array?

Asked 2021-Jul-13 at 16:53

Here is the question:

Create a function that takes an array of names and returns an array where only the first letter of each name is capitalized.

example

capMe(["mavis", "senaida", "letty"]) ➞ ["Mavis", "Senaida", "Letty"]

And the code I wrote to answer this question:

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ANSWER

Answered 2021-Jul-13 at 01:52

You have used the wrong function. What you need is a replacement and not a prepend. Try using std::string::operator[] to access the first element of the words in the vector. This is how I would write this code:

Source https://stackoverflow.com/questions/68355477

QUESTION

Rolling calculation of beta (linear regression slope)

Asked 2021-Mar-25 at 11:05

I have a dataframe

...

ANSWER

Answered 2021-Mar-25 at 11:05

Using df from the Note at the end, create a slope function and use rollapplyr to run it on a moving window. partial = 3 tells it to use partial windows at the beginning of at least 3 rows.

Source https://stackoverflow.com/questions/66796593

QUESTION

R shiny dygraph causing error when deploying?

Asked 2021-Mar-24 at 02:18

I have recently changed my plot to a dygraph and even though everything works fine when I run the app locally, I get the error message:

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ANSWER

Answered 2021-Mar-24 at 02:18

I put everything in a single app.R file and it works fine : https://hleviel.shinyapps.io/testapp/

Source https://stackoverflow.com/questions/66773790

QUESTION

R shiny dygraph not rendering

Asked 2021-Mar-23 at 02:36

I have decided to change my basic plot() for a dygraph() but the dygraph isn't rendering (even though there is no error message). I have tested dygraphs in R shiny using the documentation and it worked. Could someone help me? Note that if you replace the dygraph at the end of my function with a basic plot(c(1,2),c(2,3)) the plot will render.

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ANSWER

Answered 2021-Mar-23 at 02:36

The error here is because removeModal() is the last expression of the renderDygraph() block, so it's return in interpreted as the plot while it's the return of RunPlot(...) that contains the plot:

Source https://stackoverflow.com/questions/66756331

QUESTION

R shiny trouble with renderPlot

Asked 2021-Mar-20 at 11:53

I am using a function to print a plot. This function will only be called once in order to print the plot to the UI (when I click on the "Go" button). The problem is that the plot only prints to the console and not to the UI. There is no error message. I think there might be a problem with my renderPlot. Here is my code:

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ANSWER

Answered 2021-Mar-20 at 11:53

You should have the observeEvent outside the renderPlot. To make it not react to changes in tickers, you need to isolate() the reactive variables.

Source https://stackoverflow.com/questions/66716153

QUESTION

R shiny problem calling my function with a button

Asked 2021-Mar-19 at 02:22

I have defined a function in the server as " RunPlot <- function(tickers, sharesVec, FromDate, ToDate)". The function should return a single numerical value. I want to output this value by clicking on the button "Go", but when I click on the button, nothing happens. Also, I have tried calling this function in a separate script and everything worked so there is no error inside the function. Here is my code:

...

ANSWER

Answered 2021-Mar-19 at 02:22

Your object BETA is only available inside the observer. One way to make it available outside is to create a reactiveValues object as shown below.

Source https://stackoverflow.com/questions/66700969

Community Discussions, Code Snippets contain sources that include Stack Exchange Network

Vulnerabilities

No vulnerabilities reported

Install CAPM

You can download it from GitHub.
You can use CAPM like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.

Support

For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .

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