This article is the first installment of a series outlining the step-by-step process of approximating long-run local currency total bond returns, both in real and nominal terms. The final results are showcased in a user-friendly Dash web application, and subsequent articles in the series will provide detailed insights into building and deploying a similar application. The primary goal is to make the process accessible to novices, enabling them to develop their own financial analytics web applications. Let’s delve into the details!
Overview of the Series
The series is structured as follows:
- Part 1: Data collection and pre-processing
- Part 2: Calculating historical inflation rates
- Part 3: Estimating 10Y sovereign bond total returns from yield data
- Part 4: Using Dash by Plotly to visualize the results
- Part 5: Deploying the Python web application (for free) on Render
All the articles related to this series are available on Medium and Linkedin