Regression Equations, Generalized Least Squares, Correlation Matrices, Python, Statsmodels.
'Google', 'Microsoft'] M = number of equations in the system. M = len(asset_names) Import the 90-day returns file into a Pandas DataFrame. The file has 90-day Risk-Adjusted-Returns data on 8 stock assets over the time period 02-Jan-2019 thru 30-Jan-2020, along with the 90-daya RAR data for the