A 3D ribbon wall visualization of rolling cross-asset correlations across 6 assets over 2 years of simulated data, with a Markov regime-switching model that generates alternating calm and crisis ...
v = np.array([[-5, -1.5, -2], [5, -1.5, -2], [5, 1.5, -2], [-5, 1.5, -2], verts = [ [v[0],v[1],v[5],v[4]], [v[0],v[3],v[7],v[4]],[v[1],v[2],v[6],v[5]], [v[2],v[3],v[7 ...
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