Historical regression models built in Python show a 67% probability of continued upward momentum in large-cap growth stocks. “It’s still achieved a success none of us would ever dreamed of (when) writing this very silly, anarchic stuff so yes, we see each other not as often.” A year ago, I set out to break into Quant Finance. I had several years of experience in the financial services industry, working across roles in major banks, hedge funds, and alternative asset consulting firms. Much of my experience was in tech, development, and operations, as I detailed in this post on transitioning from DevOps to Quant Finance. Python for Finance sector beta mapping confirms utility stocks are currently exhibiting low correlation with major indices, making them attractive for portfolio risk balancing as macro volatility remains elevated.
