- Principal Component Analysis
- Shiller’s CAPE and long-term S&P returns
- Making Smart Beta Portfolios in R
- Bayesian Rolling Regression
- Hierarchical Linear Models
- Recession Shading
- Dynamic linear model for stocks
- Download and Cache FRED data
- Extrapolate the US Unemployment Rate
- Rolling regression and rolling correlation
Finally this is a stand-alone page because it’s written in R markdown which is not WordPress friendly:
Everything you need to know about finance using Robert Shiller’s data