
Developed a Beta Coefficient Estimation Notebook for the WHU_FinTech_Workshop repository, focusing on rolling window regression and visualization to support finance analytics training. The project integrated Python and Jupyter Notebooks with libraries such as Pandas, Matplotlib, and Seaborn to deliver a structured workflow for estimating and analyzing Beta coefficients using CAPM theory. The notebook included detailed data preparation, practical rolling-window analyses for both monthly and daily datasets, and comprehensive visualizations of Beta values across industries and time periods. This work enhanced reproducibility and accessibility, providing a reusable educational resource for quantitative finance research and data-driven decision-making in future sprints.
November 2024 monthly summary for WHU_FinTech_Workshop highlighting delivery of a Beta Coefficient Estimation Notebook with rolling window regression and visualization. The notebook provides a structured explanation of CAPM concepts, estimation methods, data preparation, and practical rolling-window analyses for both monthly and daily data, with comprehensive visualization of Beta values across industries and time periods. This work enhances finance analytics training, reproducibility, and data-driven decision support.
November 2024 monthly summary for WHU_FinTech_Workshop highlighting delivery of a Beta Coefficient Estimation Notebook with rolling window regression and visualization. The notebook provides a structured explanation of CAPM concepts, estimation methods, data preparation, and practical rolling-window analyses for both monthly and daily data, with comprehensive visualization of Beta values across industries and time periods. This work enhances finance analytics training, reproducibility, and data-driven decision support.

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