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A Single-Index Model Shiny App for ETFs | The Data Game
https://thedatagame.com.au/2016/12/24/a-single-index-model-shiny-app-for-etfs/
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In the quantitative finance world the Single-Index Model (SIM) is commonly used to price assets by measuring both volatility and return of a stock. According to this model, the return of any stock …
