2017-10-12

Principal Component Analysis (PCA) on Stock Returns in R

Principal Component Analysis is a statistical process that distills measurement variation into vectors with greater ability to predict outcomes utilizing a process of scaling, covariance, and eigendecomposition.

MS Azure Notebook

The work for this is done in the following notebook, Principal Component Analysis (PCA) on Stock Returns in R, with detailed code, output, and charts. An outline of the notebook contents are below.

Overview of Demonstration