Analyzing Stock Returns with Principal Component Analysis in Python

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Jupyter Notebook:
https://github.com/romanmichaelpaolucci/Quant-Guild-Library/blob/main/2025%20Video%20Lectures/17.%20Analyzing%20Stock%20Returns%20with%20Principal%20Component%20Analysis%20in%20Python/PCA-Stock-Returns-main/PCA-Stock-Returns-main/pca_stock_returns_analysis.ipynb

The following video explains the components of stock risk in the context of quantitative investing that we've identified as our first three principal components:
https://youtu.be/aBfkf_0YsCY
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Видео Analyzing Stock Returns with Principal Component Analysis in Python канала Roman Paolucci