Mathstodon

Miki :rstats:<a href="https://techhub.social/tags/30DayChartChallenge" class="mention hashtag" rel="nofollow noopener" target="_blank">#30DayChartChallenge</a> Día 27: ¡Ruido! 📉 Analizando los residuos (el "ruido" inexplicable) del modelo CAPM para Telefónica (TEF.MC) vs IBEX 35. <a href="https://techhub.social/tags/UncertaintiesWeek" class="mention hashtag" rel="nofollow noopener" target="_blank">#UncertaintiesWeek</a> <a href="https://techhub.social/tags/Finance" class="mention hashtag" rel="nofollow noopener" target="_blank">#Finance</a>Este gráfico muestra la serie temporal del error diario del modelo (~18 años). ¿Es solo ruido blanco o algo más? 🤔 Para comprobarlo, ¡test de Dickey-Fuller Aumentado (ADF)!Resultado ADF: p=0.01. ¡Rechazamos la raíz unitaria! 🎉 Esto sugiere que los residuos son estacionarios, fluctúan alrededor de cero como un "ruido" bien comportado (aunque su volatilidad cambia). ¡Buena señal para el modelo! (R²≈0.66).Visualizando el componente idiosincrático y su (falta de) tendencia.🛠 <a href="https://techhub.social/tags/rstats" class="mention hashtag" rel="nofollow noopener" target="_blank">#rstats</a> <a href="https://techhub.social/tags/ggplot2" class="mention hashtag" rel="nofollow noopener" target="_blank">#ggplot2</a> <a href="https://techhub.social/tags/quantmod" class="mention hashtag" rel="nofollow noopener" target="_blank">#quantmod</a> <a href="https://techhub.social/tags/tseries" class="mention hashtag" rel="nofollow noopener" target="_blank">#tseries</a> | Data: Yahoo/Investing | Theme: <a href="https://techhub.social/tags/theme_week5_uncertainty" class="mention hashtag" rel="nofollow noopener" target="_blank">#theme_week5_uncertainty</a> 📂 Código/Viz: <a href="https://t.ly/nr0nm" rel="nofollow noopener" translate="no" target="_blank">https://t.ly/nr0nm</a><a href="https://techhub.social/tags/Day27" class="mention hashtag" rel="nofollow noopener" target="_blank">#Day27</a> <a href="https://techhub.social/tags/Noise" class="mention hashtag" rel="nofollow noopener" target="_blank">#Noise</a> <a href="https://techhub.social/tags/dataviz" class="mention hashtag" rel="nofollow noopener" target="_blank">#dataviz</a> <a href="https://techhub.social/tags/DataVisualization" class="mention hashtag" rel="nofollow noopener" target="_blank">#DataVisualization</a> <a href="https://techhub.social/tags/CAPM" class="mention hashtag" rel="nofollow noopener" target="_blank">#CAPM</a> <a href="https://techhub.social/tags/Residuals" class="mention hashtag" rel="nofollow noopener" target="_blank">#Residuals</a> <a href="https://techhub.social/tags/Stationarity" class="mention hashtag" rel="nofollow noopener" target="_blank">#Stationarity</a> <a href="https://techhub.social/tags/ADFtest" class="mention hashtag" rel="nofollow noopener" target="_blank">#ADFtest</a> <a href="https://techhub.social/tags/Econometrics" class="mention hashtag" rel="nofollow noopener" target="_blank">#Econometrics</a> <a href="https://techhub.social/tags/RiskManagement" class="mention hashtag" rel="nofollow noopener" target="_blank">#RiskManagement</a> <a href="https://techhub.social/tags/TEF" class="mention hashtag" rel="nofollow noopener" target="_blank">#TEF</a> <a href="https://techhub.social/tags/IBEX35" class="mention hashtag" rel="nofollow noopener" target="_blank">#IBEX35</a> <a href="https://techhub.social/tags/Bolsa" class="mention hashtag" rel="nofollow noopener" target="_blank">#Bolsa</a> <a href="https://techhub.social/tags/RStats" class="mention hashtag" rel="nofollow noopener" target="_blank">#RStats</a> <a href="https://techhub.social/tags/ggplot2" class="mention hashtag" rel="nofollow noopener" target="_blank">#ggplot2</a> <a href="https://techhub.social/tags/TimeseriesWeek" class="mention hashtag" rel="nofollow noopener" target="_blank">#TimeseriesWeek</a>

Miki :rstats:<a href="https://techhub.social/tags/30DayChartChallenge" class="mention hashtag" rel="nofollow noopener" target="_blank">#30DayChartChallenge</a> Día 26: Monochrome! 🖤🤍 Riesgo y Recompensa en el IBEX 35, versión minimalista. <a href="https://techhub.social/tags/UncertaintiesWeek" class="mention hashtag" rel="nofollow noopener" target="_blank">#UncertaintiesWeek</a> <a href="https://techhub.social/tags/Finance" class="mention hashtag" rel="nofollow noopener" target="_blank">#Finance</a>Este gráfico monocromo muestra la evolución (ventana móvil 1 año) de: ⚫️ Ratio de Sharpe Anualizado (eje izq.): ¿Compensa el riesgo asumido? (Usando Bono Alemán 10A como Rf). ▒ Volatilidad Anualizada (eje der., discontinua): ¡El riesgo puro y duro!La historia que cuenta: ¡cuando sube la volatilidad (gris), el Sharpe (negro) tiende a caer en picado (a veces bajo cero)! Visualiza la dinámica riesgo-recompensa del índice español en las últimas dos décadas.🛠 <a href="https://techhub.social/tags/rstats" class="mention hashtag" rel="nofollow noopener" target="_blank">#rstats</a> <a href="https://techhub.social/tags/ggplot2" class="mention hashtag" rel="nofollow noopener" target="_blank">#ggplot2</a> <a href="https://techhub.social/tags/data_table" class="mention hashtag" rel="nofollow noopener" target="_blank">#data_table</a> <a href="https://techhub.social/tags/quantmod" class="mention hashtag" rel="nofollow noopener" target="_blank">#quantmod</a> | Data: Yahoo/Investing | Theme: Mod. theme_light 📂 Código/Viz: <a href="https://t.ly/pI1aF" rel="nofollow noopener" translate="no" target="_blank">https://t.ly/pI1aF</a><a href="https://techhub.social/tags/Day26" class="mention hashtag" rel="nofollow noopener" target="_blank">#Day26</a> <a href="https://techhub.social/tags/Monochrome" class="mention hashtag" rel="nofollow noopener" target="_blank">#Monochrome</a> <a href="https://techhub.social/tags/dataviz" class="mention hashtag" rel="nofollow noopener" target="_blank">#dataviz</a> <a href="https://techhub.social/tags/DataVisualization" class="mention hashtag" rel="nofollow noopener" target="_blank">#DataVisualization</a> <a href="https://techhub.social/tags/SharpeRatio" class="mention hashtag" rel="nofollow noopener" target="_blank">#SharpeRatio</a> <a href="https://techhub.social/tags/Volatility" class="mention hashtag" rel="nofollow noopener" target="_blank">#Volatility</a> <a href="https://techhub.social/tags/RiskManagement" class="mention hashtag" rel="nofollow noopener" target="_blank">#RiskManagement</a> <a href="https://techhub.social/tags/MarketRisk" class="mention hashtag" rel="nofollow noopener" target="_blank">#MarketRisk</a> <a href="https://techhub.social/tags/IBEX35" class="mention hashtag" rel="nofollow noopener" target="_blank">#IBEX35</a> <a href="https://techhub.social/tags/Bolsa" class="mention hashtag" rel="nofollow noopener" target="_blank">#Bolsa</a> <a href="https://techhub.social/tags/RStats" class="mention hashtag" rel="nofollow noopener" target="_blank">#RStats</a> <a href="https://techhub.social/tags/ggplot2" class="mention hashtag" rel="nofollow noopener" target="_blank">#ggplot2</a> <a href="https://techhub.social/tags/TimeSeries" class="mention hashtag" rel="nofollow noopener" target="_blank">#TimeSeries</a>

Miki :rstats:<a href="https://techhub.social/tags/30DayChartChallenge" class="mention hashtag" rel="nofollow noopener" target="_blank">#30DayChartChallenge</a> Día 12: Gov Data Day! 🏛️ Explorando la distribución del spread 10Y-2Y del Tesoro USA (datos de FRED desde 1976).Este histograma/densidad va más allá del valor diario: muestra la *probabilidad* histórica de cada nivel del spread. ¡Clave para entender expectativas económicas!Puntos clave: * Modo principal > 0 (curva normal es lo más común). * ¡La inversión (<0, línea discontinua) tiene una probabilidad no trivial! ⚠️ Es la famosa señal pre-recesión. La distribución nos dice cuán "normal" es esa señal en perspectiva histórica. * La forma general revela info sobre la dinámica de tipos.Una visualización sobre la estructura probabilística de un indicador líder fundamental.🛠️ <a href="https://techhub.social/tags/rstats" class="mention hashtag" rel="nofollow noopener" target="_blank">#rstats</a> <a href="https://techhub.social/tags/ggplot2" class="mention hashtag" rel="nofollow noopener" target="_blank">#ggplot2</a> <a href="https://techhub.social/tags/quantmod" class="mention hashtag" rel="nofollow noopener" target="_blank">#quantmod</a> <a href="https://techhub.social/tags/grid" class="mention hashtag" rel="nofollow noopener" target="_blank">#grid</a> 📂 Código/Repo: <a href="https://t.ly/0RDmK" rel="nofollow noopener" translate="no" target="_blank">https://t.ly/0RDmK</a><a href="https://techhub.social/tags/Day12" class="mention hashtag" rel="nofollow noopener" target="_blank">#Day12</a> <a href="https://techhub.social/tags/Distributions" class="mention hashtag" rel="nofollow noopener" target="_blank">#Distributions</a> <a href="https://techhub.social/tags/datagov" class="mention hashtag" rel="nofollow noopener" target="_blank">#datagov</a> <a href="https://techhub.social/tags/dataviz" class="mention hashtag" rel="nofollow noopener" target="_blank">#dataviz</a> <a href="https://techhub.social/tags/DataVisualization" class="mention hashtag" rel="nofollow noopener" target="_blank">#DataVisualization</a> <a href="https://techhub.social/tags/YieldCurve" class="mention hashtag" rel="nofollow noopener" target="_blank">#YieldCurve</a> <a href="https://techhub.social/tags/InterestRates" class="mention hashtag" rel="nofollow noopener" target="_blank">#InterestRates</a> <a href="https://techhub.social/tags/Economics" class="mention hashtag" rel="nofollow noopener" target="_blank">#Economics</a> <a href="https://techhub.social/tags/Finance" class="mention hashtag" rel="nofollow noopener" target="_blank">#Finance</a> <a href="https://techhub.social/tags/Recession" class="mention hashtag" rel="nofollow noopener" target="_blank">#Recession</a> <a href="https://techhub.social/tags/DataAnalysis" class="mention hashtag" rel="nofollow noopener" target="_blank">#DataAnalysis</a> <a href="https://techhub.social/tags/ggplot2" class="mention hashtag" rel="nofollow noopener" target="_blank">#ggplot2</a>

Miki :rstats:<a href="https://techhub.social/tags/30DayChartChallenge" class="mention hashtag" rel="nofollow noopener" target="_blank">#30DayChartChallenge</a> Día 11: Stripes! Mi versión: ¡El código de barras del pánico del mercado! 😱Este gráfico muestra una línea de tiempo (1993-2025) donde cada raya vertical representa un día en que el VIX cerró ≥ 30 (¡alta tensión!).El concepto clave aquí es el **Volatility Clustering**: la alta volatilidad no se distribuye uniformemente, ¡viene en rachas! Los densos grupos de rayas identifican visualmente las grandes crisis (Dot-com, GFC '08, Covid '20...). Los largos periodos en blanco son la calma relativa.Es una forma directa de ver la *persistencia* y los *regímenes* de la volatilidad del mercado. ¡Olvida las medias simples, el estrés viene en oleadas! 🌊🛠️ Hecho con <a href="https://techhub.social/tags/rstats" class="mention hashtag" rel="nofollow noopener" target="_blank">#rstats</a>, <a href="https://techhub.social/tags/ggplot2" class="mention hashtag" rel="nofollow noopener" target="_blank">#ggplot2</a>, <a href="https://techhub.social/tags/quantmod" class="mention hashtag" rel="nofollow noopener" target="_blank">#quantmod</a>. 📂 Código/Repo: <a href="https://t.ly/-vd9u" rel="nofollow noopener" translate="no" target="_blank">https://t.ly/-vd9u</a><a href="https://techhub.social/tags/Day11" class="mention hashtag" rel="nofollow noopener" target="_blank">#Day11</a> <a href="https://techhub.social/tags/Stripes" class="mention hashtag" rel="nofollow noopener" target="_blank">#Stripes</a> <a href="https://techhub.social/tags/dataviz" class="mention hashtag" rel="nofollow noopener" target="_blank">#dataviz</a> <a href="https://techhub.social/tags/DataVisualization" class="mention hashtag" rel="nofollow noopener" target="_blank">#DataVisualization</a> <a href="https://techhub.social/tags/VIX" class="mention hashtag" rel="nofollow noopener" target="_blank">#VIX</a> <a href="https://techhub.social/tags/Volatility" class="mention hashtag" rel="nofollow noopener" target="_blank">#Volatility</a> <a href="https://techhub.social/tags/Finance" class="mention hashtag" rel="nofollow noopener" target="_blank">#Finance</a> <a href="https://techhub.social/tags/StockMarket" class="mention hashtag" rel="nofollow noopener" target="_blank">#StockMarket</a> <a href="https://techhub.social/tags/Economics" class="mention hashtag" rel="nofollow noopener" target="_blank">#Economics</a> <a href="https://techhub.social/tags/RiskManagement" class="mention hashtag" rel="nofollow noopener" target="_blank">#RiskManagement</a> <a href="https://techhub.social/tags/TimeSeries" class="mention hashtag" rel="nofollow noopener" target="_blank">#TimeSeries</a> <a href="https://techhub.social/tags/MarketHistory" class="mention hashtag" rel="nofollow noopener" target="_blank">#MarketHistory</a> <a href="https://techhub.social/tags/ggplot2" class="mention hashtag" rel="nofollow noopener" target="_blank">#ggplot2</a> <a href="https://techhub.social/tags/DataScience" class="mention hashtag" rel="nofollow noopener" target="_blank">#DataScience</a>

Miki :rstats:<a href="https://techhub.social/tags/30DayChartChallenge" class="mention hashtag" rel="nofollow noopener" target="_blank">#30DayChartChallenge</a> Día 10: ¡Buceando en la Distribución del VIX! 🌊En lugar de solo ver la línea del VIX, hoy analizamos su "distribución de probabilidad" por Presidencia de EE.UU. (Clinton -> Trump 2º). ¡La forma lo es todo!Usando <a href="https://techhub.social/tags/rstats" class="mention hashtag" rel="nofollow noopener" target="_blank">#rstats</a> y <a href="https://techhub.social/tags/ggplot2" class="mention hashtag" rel="nofollow noopener" target="_blank">#ggplot2</a>, estas densidades facetadas nos permiten investigar: * Modos Dominantes: ¿Cuál era el nivel "normal" de VIX (el pico más alto)? ¿Cambió mucho? * Multi-modalidad: ¿Hay evidencia de múltiples estados de volatilidad (picos secundarios) dentro de un mismo mandato? 🤔 * Riesgo de Cola: ¿Qué tan probable era el "pánico" (VIX > 35)? ¡Compara las colas derechas!Estos patrones reflejan los distintos regímenes de volatilidad y la percepción del riesgo sistémico. No es solo el nivel, ¡sino la "estructura" de la incertidumbre lo que importa!Datos: Yahoo Finance via <a href="https://techhub.social/tags/quantmod" class="mention hashtag" rel="nofollow noopener" target="_blank">#quantmod</a>. 📂Código: <a href="https://t.ly/kikdo" rel="nofollow noopener" translate="no" target="_blank">https://t.ly/kikdo</a><a href="https://techhub.social/tags/Day10" class="mention hashtag" rel="nofollow noopener" target="_blank">#Day10</a> <a href="https://techhub.social/tags/Multimodal" class="mention hashtag" rel="nofollow noopener" target="_blank">#Multimodal</a> <a href="https://techhub.social/tags/dataviz" class="mention hashtag" rel="nofollow noopener" target="_blank">#dataviz</a> <a href="https://techhub.social/tags/DataVisualization" class="mention hashtag" rel="nofollow noopener" target="_blank">#DataVisualization</a> <a href="https://techhub.social/tags/VIX" class="mention hashtag" rel="nofollow noopener" target="_blank">#VIX</a> <a href="https://techhub.social/tags/Volatility" class="mention hashtag" rel="nofollow noopener" target="_blank">#Volatility</a> <a href="https://techhub.social/tags/Finance" class="mention hashtag" rel="nofollow noopener" target="_blank">#Finance</a> <a href="https://techhub.social/tags/StockMarket" class="mention hashtag" rel="nofollow noopener" target="_blank">#StockMarket</a> <a href="https://techhub.social/tags/Economics" class="mention hashtag" rel="nofollow noopener" target="_blank">#Economics</a> <a href="https://techhub.social/tags/RiskManagement" class="mention hashtag" rel="nofollow noopener" target="_blank">#RiskManagement</a> <a href="https://techhub.social/tags/rstats" class="mention hashtag" rel="nofollow noopener" target="_blank">#rstats</a> <a href="https://techhub.social/tags/ggplot2" class="mention hashtag" rel="nofollow noopener" target="_blank">#ggplot2</a>

Recent searches

Search options

Administered by:

Server stats:

#quantmod