Mostly projects for collecting and analyzing data from various sources. Trying to find or reject relationships, and test theory against actual data.
Contains historical price data for a variety of assets: indexes, bond ETFs, real estate ETFs, bitcoin, etc. Also computes daily returns and their cumulative distribution, for comparison against the normal distribution, since regularized returns are theoretically normally distributed.
Lower-than-average returns are underpresented against the normal distribution, and higher-than-average returns are overrepresented against the normal distribution for all asset classes.