PCA on S&P 500 Stock Return Data

PCA Plot S&P 500 Data : Highlight Select Sectors

This post is a fun exercise applying PCA (most in tidyverse framework) to stock data from S&P 500 index companies. With PCA on stock data from S&P 500, we can possibly do many interesting things, but we will focus on really simple things and try to see if PCA captures the general company trends from… Continue reading PCA on S&P 500 Stock Return Data