DazData v1.0

DazData v1.0

DazData is a simply powerful tool for accessing data from the Internet and bringing it to the analyst toolbench. Structure Sources A DazData Source is defined and provided by DazRisk.  Additional Sources may be provided in the future or to meet specific needs. The...
DazShift: Regime Shift Analysis

DazShift: Regime Shift Analysis

DazShift is a tool to analyze a data series, typically returns, for fundamental shifts in the levels of averages or dispersions.  It allows a chief investment officer or an investor to monitor the stability of the investment process. Premise The premise is very...
DazBeta: Coincidence

DazBeta: Coincidence

Coincidence is a proprietary measures of risk that I have developed and will be included in DazBeta. Premise The premise is very simple: I want to know about the expected relationship between portfolio returns and market returns I want to know about the unexpected...
DazBeta: Partial Natural Beta and Correlation

DazBeta: Partial Natural Beta and Correlation

Two of the proprietary measures of systematic risk that I have developed are the Partial Natural Beta and Partial Natural Correlation measures implemented in the DazBeta module. Premise The CAPM definition of Beta and Pearson’s correlation coefficient are based on the...