Login
Roast topics
Find topics
Find it!
From:
Dean Markwick
(Uncensored)
subscribe
Currency Hedging and Principal Component Analysis | Dean Markwick
https://dm13450.github.io/2024/04/25/Currency-Hedging-and-Principal-Component-Analysis.html
links
backlinks
Roast topics
Find topics
Roast it!
Principal component analysis (PCA) reduces a dataset to its main components. When we apply it to a dataset of different currencies it helps us understand how each currency drives the overall portfolio and what currency might be a common factor.
