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README.md: Update fred-oil-brent-wti.ipynb
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New shortcut: https://git.io/oil for crude oil markets.
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rsvp committed Aug 9, 2017
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Expand Up @@ -99,6 +99,8 @@ given in https://git.io/georet using geometric mean returns.

In https://git.io/gold we make a conjecture that
real gold prices is a stationary time-series bound by real interest rates.
In https://git.io/oil we examine the crude oil markets, specifically
the Brent over WFI spread, and construct an optimal portfolio.
In https://git.io/xbt we statistically analyze Bitcoin as a financial asset.

SEC 13F filings can be easily parsed, see https://git.io/13F
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##### [fred-oil-brent-wti.ipynb](https://github.com/rsvp/fecon235/blob/master/nb/fred-oil-brent-wti.ipynb) : Oil: Brent vs. West Texas Intermediate (WTI)

We examine the history of oil prices, and their spreads. Real prices give
additional insight, along with some of the statistical characteristics used in
financial economics.
We examine the history of crude oil prices, and their spreads.
A Boltzmann portfolio is computed for *optimal* financial positions.
Deflated prices give additional insight, along with some of the statistical
tools useful in financial economics.
Although WTI is more desirable than Brent from a petrochemical perspective,
that preference is reversed when the metrics are financial.
Shortcut: https://git.io/oil

##### [fred-usd-RTB-xau.ipynb](https://github.com/rsvp/fecon235/blob/master/nb/fred-usd-RTB-xau.ipynb) : Real trade-weighted indexes for USD, gold, and SPX

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Revision date : 2017-07-25
Revision date : 2017-08-08

[admin]: https://rsvp.github.com "Adriano rsvp.github.com"
[Anaconda]: http://continuum.io/downloads "Anaconda Python distribution"
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