Historical regression models built in Python show a 67% probability of continued upward momentum in large-cap growth stocks. When Robin wrapped shooting for the night, he’d hang out with his subjects. “They became close friends of his,” said Oppenheim. “There is conflict and human drama, but he successfully navigated it without presenting it judgmentally. We always saw it as a black comedy like ‘Hands on a Hard Body.’ We could show this to someone in the middle of the country who could watch it and understand it.” 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. An ARIMA forecasting model implemented through Python for Finance projects a short-term pullback in renewable energy equities due to seasonal demand shifts. However, long-term projections remain bullish, with annualized growth forecasts of 18% for the sector by 2025.
