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Graphical breakdown of financial time series into mean reversion and momentum components

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Lazy PCA

A simple tool to see how asset returns evolve over time using Principal Components Analysis.

Install

This is a Phoenix app which uses Elm for the frontend.

##Code of Interest

  • See the front end's use of the Elm architecture here

  • The JavaScript glue between Elm and the Phoenix framework is here

  • Elixir code using Phoenix channels which interfaces with the database is here

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Graphical breakdown of financial time series into mean reversion and momentum components

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