{"id":74666,"date":"2021-02-03T12:22:32","date_gmt":"2021-02-03T17:22:32","guid":{"rendered":"https:\/\/ibkrcampus.com\/?p=74666"},"modified":"2022-11-21T09:47:03","modified_gmt":"2022-11-21T14:47:03","slug":"time-series-classification-synthetic-vs-real-financial-time-series-part-vii","status":"publish","type":"post","link":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/time-series-classification-synthetic-vs-real-financial-time-series-part-vii\/","title":{"rendered":"Time Series Classification Synthetic vs Real Financial Time Series \u2013 Part VII"},"content":{"rendered":"\n

See Part I<\/a>, Part II<\/a> ,Part III<\/a><\/em>, Part IV,<\/a> Part V<\/a> and Part VI<\/a> in this series for instructions from Matthew Smith on which R packages and data sets you need.<\/em><\/p>\n\n\n\n

Autocorrelation plots:<\/h2>\n\n\n\n

I plot the Autocorrelation Function for a \u201crandom\u201d sample of observations time series. I selected 4 observations and filtered the data by them.<\/p>\n\n\n\n

\t\n######################################################################
\n################# ACF plots ##########################################

\n\n# I only use 4 observations for these plots, 2 from the “synthetic” class and 2 from the “real” class.

\n\ndf %>%
\n filter(row_id == 6422 | row_id == 8967 | row_id == 6080 | row_id == 5734) %>%
\n mutate(date = as.Date(variable)) %>%
\n ggplot(aes(x = date)) +
\n geom_line(aes(y = value), color = “red”, alpha = 0.4) +
\n geom_hline(yintercept = 0) +
\n facet_wrap(~ row_id + class) +
\n theme_tq()\n<\/p>\n\n\n\n\n\n

\"Time<\/figure>\n\n\n\n

\t\nacf_data <- df %>%
\n dplyr::filter(row_id == 6422 | row_id == 8967 | row_id == 6080 | row_id == 5734) %>%
\n mutate(date = as.Date(variable))

\n\ndf_acf <- acf_data %>%
\n group_by(row_id) %>%
\n summarise(list_acf = list(acf(value, plot=FALSE))) %>%
\n mutate(acf_vals = purrr::map(list_acf, ~as.numeric(.x$acf))) %>%
\n select(-list_acf) %>%
\n unnest() %>%
\n group_by(row_id) %>%
\n mutate(lag = row_number() – 1)

\n\ndf_ci <- acf_data %>%
\n group_by(row_id) %>%
\n summarise(ci = qnorm((1 + 0.95)\/2)\/sqrt(n()))

\n\nggplot(df_acf, aes(x = lag, y = acf_vals)) +
\n geom_bar(stat=”identity”, width=.05) +
\n geom_hline(yintercept = 0) +
\n geom_hline(data = df_ci, aes(yintercept = -ci), color=”blue”, linetype=”dotted”) +
\n geom_hline(data = df_ci, aes(yintercept = ci), color=”blue”, linetype=”dotted”) +
\n labs(x=”Lag”, y=”ACF”) +
\n facet_wrap(~ row_id) +
\n theme_tq()\n<\/p>\n\n\n\n

\"\"<\/figure>\n\n\n\n

Stay tuned for the next installment with a focus on<\/em> how to generate the financial time series features using the tsfeatures<\/code> package.<\/em><\/p>\n\n\n\n

Visit Matthew Smith \u2013 R Blog to download the complete R code and see additional details featured in this tutorial: https:\/\/lf0.com\/post\/synth-real-time-series\/financial-time-series\/<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"

Matthew Smith demonstrates how to program in R and plot the Autocorrelation Function for a “random” sample of observations time series.<\/p>\n","protected":false},"author":372,"featured_media":36372,"comment_status":"closed","ping_status":"open","sticky":true,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":"","jetpack_post_was_ever_published":false},"categories":[339,343,338,341,351,344,342],"tags":[6989,9158,8343,806,8344,8342,6613,6988,6614,852,487,6591,1044,1045,5519,2536],"contributors-categories":[13694],"class_list":["post-74666","post","type-post","status-publish","format-standard","has-post-thumbnail","category-data-science","category-programing-languages","category-ibkr-quant-news","category-quant-development","category-quant-europe","category-quant-regions","category-r-development","tag-asset-pricing","tag-autocorrelation-plots","tag-box-plot","tag-data-science","tag-dickey-fuller-test","tag-durbin-watson","tag-financial-data","tag-financial-markets","tag-jupyter-notebook","tag-machine-learning","tag-r","tag-rstats","tag-tidyquant","tag-tidyverse","tag-time-series","tag-visualization","contributors-categories-matthew-smith-r-blog"],"pp_statuses_selecting_workflow":false,"pp_workflow_action":"current","pp_status_selection":"publish","acf":[],"yoast_head":"\nTime Series Classification Synthetic vs Real Financial Time Series \u2013 Part VII<\/title>\n<meta name=\"description\" content=\"Matthew Smith demonstrates how to program in R and plot the Autocorrelation Function for a "random" sample of observations time series.\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.interactivebrokers.com\/campus\/wp-json\/wp\/v2\/posts\/74666\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Time Series Classification Synthetic vs Real Financial Time Series \u2013 Part VII | IBKR Quant Blog\" \/>\n<meta property=\"og:description\" content=\"Matthew Smith demonstrates how to program in R and plot the Autocorrelation Function for a "random" sample of observations time series.\" \/>\n<meta property=\"og:url\" content=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/time-series-classification-synthetic-vs-real-financial-time-series-part-vii\/\" \/>\n<meta property=\"og:site_name\" content=\"IBKR Campus US\" \/>\n<meta property=\"article:published_time\" content=\"2021-02-03T17:22:32+00:00\" \/>\n<meta property=\"article:modified_time\" content=\"2022-11-21T14:47:03+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/www.interactivebrokers.com\/campus\/wp-content\/uploads\/sites\/2\/2020\/02\/tech-background.jpg\" \/>\n\t<meta property=\"og:image:width\" content=\"900\" \/>\n\t<meta property=\"og:image:height\" content=\"540\" \/>\n\t<meta property=\"og:image:type\" content=\"image\/jpeg\" \/>\n<meta name=\"author\" content=\"Matthew Smith\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Written by\" \/>\n\t<meta name=\"twitter:data1\" content=\"Matthew Smith\" \/>\n\t<meta name=\"twitter:label2\" content=\"Est. reading time\" \/>\n\t<meta name=\"twitter:data2\" content=\"2 minutes\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\n\t \"@context\": \"https:\\\/\\\/schema.org\",\n\t \"@graph\": [\n\t {\n\t \"@type\": \"NewsArticle\",\n\t \"@id\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/ibkr-quant-news\\\/time-series-classification-synthetic-vs-real-financial-time-series-part-vii\\\/#article\",\n\t \"isPartOf\": {\n\t \"@id\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/ibkr-quant-news\\\/time-series-classification-synthetic-vs-real-financial-time-series-part-vii\\\/\"\n\t },\n\t \"author\": {\n\t \"name\": \"Matthew Smith\",\n\t \"@id\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/#\\\/schema\\\/person\\\/34d673c6a3e7243a03707c66ba7a46f6\"\n\t },\n\t \"headline\": \"Time Series Classification Synthetic vs Real Financial Time Series \u2013 Part VII\",\n\t \"datePublished\": \"2021-02-03T17:22:32+00:00\",\n\t \"dateModified\": \"2022-11-21T14:47:03+00:00\",\n\t \"mainEntityOfPage\": {\n\t \"@id\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/ibkr-quant-news\\\/time-series-classification-synthetic-vs-real-financial-time-series-part-vii\\\/\"\n\t },\n\t \"wordCount\": 298,\n\t \"publisher\": {\n\t \"@id\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/#organization\"\n\t },\n\t \"image\": {\n\t \"@id\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/ibkr-quant-news\\\/time-series-classification-synthetic-vs-real-financial-time-series-part-vii\\\/#primaryimage\"\n\t },\n\t \"thumbnailUrl\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/wp-content\\\/uploads\\\/sites\\\/2\\\/2020\\\/02\\\/tech-background.jpg\",\n\t \"keywords\": [\n\t \"Asset Pricing\",\n\t \"Autocorrelation plots\",\n\t \"Box Plot\",\n\t \"Data Science\",\n\t \"Dickey-Fuller Test\",\n\t \"Durbin Watson\",\n\t \"financial data\",\n\t \"Financial Markets\",\n\t \"Jupyter Notebook\",\n\t \"Machine Learning\",\n\t \"R\",\n\t \"rstats\",\n\t \"tidyquant\",\n\t \"tidyverse\",\n\t \"Time Series\",\n\t \"Visualization\"\n\t ],\n\t \"articleSection\": [\n\t \"Data Science\",\n\t \"Programming Languages\",\n\t \"Quant\",\n\t \"Quant Development\",\n\t \"Quant Europe\",\n\t \"Quant Regions\",\n\t \"R Development\"\n\t ],\n\t \"inLanguage\": \"en-US\"\n\t },\n\t {\n\t \"@type\": \"WebPage\",\n\t \"@id\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/ibkr-quant-news\\\/time-series-classification-synthetic-vs-real-financial-time-series-part-vii\\\/\",\n\t \"url\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/ibkr-quant-news\\\/time-series-classification-synthetic-vs-real-financial-time-series-part-vii\\\/\",\n\t \"name\": \"Time Series Classification Synthetic vs Real Financial Time Series \u2013 Part VII | IBKR Quant Blog\",\n\t \"isPartOf\": {\n\t \"@id\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/#website\"\n\t },\n\t \"primaryImageOfPage\": {\n\t \"@id\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/ibkr-quant-news\\\/time-series-classification-synthetic-vs-real-financial-time-series-part-vii\\\/#primaryimage\"\n\t },\n\t \"image\": {\n\t \"@id\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/ibkr-quant-news\\\/time-series-classification-synthetic-vs-real-financial-time-series-part-vii\\\/#primaryimage\"\n\t },\n\t \"thumbnailUrl\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/wp-content\\\/uploads\\\/sites\\\/2\\\/2020\\\/02\\\/tech-background.jpg\",\n\t \"datePublished\": \"2021-02-03T17:22:32+00:00\",\n\t \"dateModified\": \"2022-11-21T14:47:03+00:00\",\n\t \"description\": \"Matthew Smith demonstrates how to program in R and plot the Autocorrelation Function for a \\\"random\\\" sample of observations time series.\",\n\t \"inLanguage\": \"en-US\",\n\t \"potentialAction\": [\n\t {\n\t \"@type\": \"ReadAction\",\n\t \"target\": [\n\t \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/ibkr-quant-news\\\/time-series-classification-synthetic-vs-real-financial-time-series-part-vii\\\/\"\n\t ]\n\t }\n\t ]\n\t },\n\t {\n\t \"@type\": \"ImageObject\",\n\t \"inLanguage\": \"en-US\",\n\t \"@id\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/ibkr-quant-news\\\/time-series-classification-synthetic-vs-real-financial-time-series-part-vii\\\/#primaryimage\",\n\t \"url\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/wp-content\\\/uploads\\\/sites\\\/2\\\/2020\\\/02\\\/tech-background.jpg\",\n\t \"contentUrl\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/wp-content\\\/uploads\\\/sites\\\/2\\\/2020\\\/02\\\/tech-background.jpg\",\n\t \"width\": 900,\n\t \"height\": 540,\n\t \"caption\": \"Quant\"\n\t },\n\t {\n\t \"@type\": \"WebSite\",\n\t \"@id\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/#website\",\n\t \"url\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/\",\n\t \"name\": \"IBKR Campus US\",\n\t \"description\": \"Financial Education from Interactive Brokers\",\n\t \"publisher\": {\n\t \"@id\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/#organization\"\n\t },\n\t \"potentialAction\": [\n\t {\n\t \"@type\": \"SearchAction\",\n\t \"target\": {\n\t \"@type\": \"EntryPoint\",\n\t \"urlTemplate\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/?s={search_term_string}\"\n\t },\n\t \"query-input\": {\n\t \"@type\": \"PropertyValueSpecification\",\n\t \"valueRequired\": true,\n\t \"valueName\": \"search_term_string\"\n\t }\n\t }\n\t ],\n\t \"inLanguage\": \"en-US\"\n\t },\n\t {\n\t \"@type\": \"Organization\",\n\t \"@id\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/#organization\",\n\t \"name\": \"Interactive Brokers\",\n\t \"alternateName\": \"IBKR\",\n\t \"url\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/\",\n\t \"logo\": {\n\t \"@type\": \"ImageObject\",\n\t \"inLanguage\": \"en-US\",\n\t \"@id\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/#\\\/schema\\\/logo\\\/image\\\/\",\n\t \"url\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/wp-content\\\/uploads\\\/sites\\\/2\\\/2024\\\/05\\\/ibkr-campus-logo.jpg\",\n\t \"contentUrl\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/wp-content\\\/uploads\\\/sites\\\/2\\\/2024\\\/05\\\/ibkr-campus-logo.jpg\",\n\t \"width\": 669,\n\t \"height\": 669,\n\t \"caption\": \"Interactive Brokers\"\n\t },\n\t \"image\": {\n\t \"@id\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/#\\\/schema\\\/logo\\\/image\\\/\"\n\t },\n\t \"publishingPrinciples\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/about-ibkr-campus\\\/\",\n\t \"ethicsPolicy\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/cyber-security-notice\\\/\"\n\t },\n\t {\n\t \"@type\": \"Person\",\n\t \"@id\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/#\\\/schema\\\/person\\\/34d673c6a3e7243a03707c66ba7a46f6\",\n\t \"name\": \"Matthew Smith\",\n\t \"sameAs\": [\n\t \"https:\\\/\\\/lf0.com\\\/\"\n\t ],\n\t \"url\": \"https:\\\/\\\/www.interactivebrokers.com\\\/campus\\\/author\\\/matthewsmith\\\/\"\n\t }\n\t ]\n\t}<\/script>\n<!-- \/ Yoast SEO Premium plugin. -->","yoast_head_json":{"title":"Time Series Classification Synthetic vs Real Financial Time Series \u2013 Part VII","description":"Matthew Smith demonstrates how to program in R and plot the Autocorrelation Function for a \"random\" sample of observations time series.","robots":{"index":"index","follow":"follow","max-snippet":"max-snippet:-1","max-image-preview":"max-image-preview:large","max-video-preview":"max-video-preview:-1"},"canonical":"https:\/\/www.interactivebrokers.com\/campus\/wp-json\/wp\/v2\/posts\/74666\/","og_locale":"en_US","og_type":"article","og_title":"Time Series Classification Synthetic vs Real Financial Time Series \u2013 Part VII | IBKR Quant Blog","og_description":"Matthew Smith demonstrates how to program in R and plot the Autocorrelation Function for a \"random\" sample of observations time series.","og_url":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/time-series-classification-synthetic-vs-real-financial-time-series-part-vii\/","og_site_name":"IBKR Campus US","article_published_time":"2021-02-03T17:22:32+00:00","article_modified_time":"2022-11-21T14:47:03+00:00","og_image":[{"width":900,"height":540,"url":"https:\/\/www.interactivebrokers.com\/campus\/wp-content\/uploads\/sites\/2\/2020\/02\/tech-background.jpg","type":"image\/jpeg"}],"author":"Matthew Smith","twitter_card":"summary_large_image","twitter_misc":{"Written by":"Matthew Smith","Est. reading time":"2 minutes"},"schema":{"@context":"https:\/\/schema.org","@graph":[{"@type":"NewsArticle","@id":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/time-series-classification-synthetic-vs-real-financial-time-series-part-vii\/#article","isPartOf":{"@id":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/time-series-classification-synthetic-vs-real-financial-time-series-part-vii\/"},"author":{"name":"Matthew Smith","@id":"https:\/\/ibkrcampus.com\/campus\/#\/schema\/person\/34d673c6a3e7243a03707c66ba7a46f6"},"headline":"Time Series Classification Synthetic vs Real Financial Time Series \u2013 Part VII","datePublished":"2021-02-03T17:22:32+00:00","dateModified":"2022-11-21T14:47:03+00:00","mainEntityOfPage":{"@id":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/time-series-classification-synthetic-vs-real-financial-time-series-part-vii\/"},"wordCount":298,"publisher":{"@id":"https:\/\/ibkrcampus.com\/campus\/#organization"},"image":{"@id":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/time-series-classification-synthetic-vs-real-financial-time-series-part-vii\/#primaryimage"},"thumbnailUrl":"https:\/\/www.interactivebrokers.com\/campus\/wp-content\/uploads\/sites\/2\/2020\/02\/tech-background.jpg","keywords":["Asset Pricing","Autocorrelation plots","Box Plot","Data Science","Dickey-Fuller Test","Durbin Watson","financial data","Financial Markets","Jupyter Notebook","Machine Learning","R","rstats","tidyquant","tidyverse","Time Series","Visualization"],"articleSection":["Data Science","Programming Languages","Quant","Quant Development","Quant Europe","Quant Regions","R Development"],"inLanguage":"en-US"},{"@type":"WebPage","@id":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/time-series-classification-synthetic-vs-real-financial-time-series-part-vii\/","url":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/time-series-classification-synthetic-vs-real-financial-time-series-part-vii\/","name":"Time Series Classification Synthetic vs Real Financial Time Series \u2013 Part VII | IBKR Quant Blog","isPartOf":{"@id":"https:\/\/ibkrcampus.com\/campus\/#website"},"primaryImageOfPage":{"@id":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/time-series-classification-synthetic-vs-real-financial-time-series-part-vii\/#primaryimage"},"image":{"@id":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/time-series-classification-synthetic-vs-real-financial-time-series-part-vii\/#primaryimage"},"thumbnailUrl":"https:\/\/www.interactivebrokers.com\/campus\/wp-content\/uploads\/sites\/2\/2020\/02\/tech-background.jpg","datePublished":"2021-02-03T17:22:32+00:00","dateModified":"2022-11-21T14:47:03+00:00","description":"Matthew Smith demonstrates how to program in R and plot the Autocorrelation Function for a \"random\" sample of observations time series.","inLanguage":"en-US","potentialAction":[{"@type":"ReadAction","target":["https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/time-series-classification-synthetic-vs-real-financial-time-series-part-vii\/"]}]},{"@type":"ImageObject","inLanguage":"en-US","@id":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/time-series-classification-synthetic-vs-real-financial-time-series-part-vii\/#primaryimage","url":"https:\/\/www.interactivebrokers.com\/campus\/wp-content\/uploads\/sites\/2\/2020\/02\/tech-background.jpg","contentUrl":"https:\/\/www.interactivebrokers.com\/campus\/wp-content\/uploads\/sites\/2\/2020\/02\/tech-background.jpg","width":900,"height":540,"caption":"Quant"},{"@type":"WebSite","@id":"https:\/\/ibkrcampus.com\/campus\/#website","url":"https:\/\/ibkrcampus.com\/campus\/","name":"IBKR Campus US","description":"Financial Education from Interactive Brokers","publisher":{"@id":"https:\/\/ibkrcampus.com\/campus\/#organization"},"potentialAction":[{"@type":"SearchAction","target":{"@type":"EntryPoint","urlTemplate":"https:\/\/ibkrcampus.com\/campus\/?s={search_term_string}"},"query-input":{"@type":"PropertyValueSpecification","valueRequired":true,"valueName":"search_term_string"}}],"inLanguage":"en-US"},{"@type":"Organization","@id":"https:\/\/ibkrcampus.com\/campus\/#organization","name":"Interactive Brokers","alternateName":"IBKR","url":"https:\/\/ibkrcampus.com\/campus\/","logo":{"@type":"ImageObject","inLanguage":"en-US","@id":"https:\/\/ibkrcampus.com\/campus\/#\/schema\/logo\/image\/","url":"https:\/\/www.interactivebrokers.com\/campus\/wp-content\/uploads\/sites\/2\/2024\/05\/ibkr-campus-logo.jpg","contentUrl":"https:\/\/www.interactivebrokers.com\/campus\/wp-content\/uploads\/sites\/2\/2024\/05\/ibkr-campus-logo.jpg","width":669,"height":669,"caption":"Interactive Brokers"},"image":{"@id":"https:\/\/ibkrcampus.com\/campus\/#\/schema\/logo\/image\/"},"publishingPrinciples":"https:\/\/www.interactivebrokers.com\/campus\/about-ibkr-campus\/","ethicsPolicy":"https:\/\/www.interactivebrokers.com\/campus\/cyber-security-notice\/"},{"@type":"Person","@id":"https:\/\/ibkrcampus.com\/campus\/#\/schema\/person\/34d673c6a3e7243a03707c66ba7a46f6","name":"Matthew Smith","sameAs":["https:\/\/lf0.com\/"],"url":"https:\/\/www.interactivebrokers.com\/campus\/author\/matthewsmith\/"}]}},"jetpack_featured_media_url":"https:\/\/www.interactivebrokers.com\/campus\/wp-content\/uploads\/sites\/2\/2020\/02\/tech-background.jpg","_links":{"self":[{"href":"https:\/\/ibkrcampus.com\/campus\/wp-json\/wp\/v2\/posts\/74666","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/ibkrcampus.com\/campus\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/ibkrcampus.com\/campus\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/ibkrcampus.com\/campus\/wp-json\/wp\/v2\/users\/372"}],"replies":[{"embeddable":true,"href":"https:\/\/ibkrcampus.com\/campus\/wp-json\/wp\/v2\/comments?post=74666"}],"version-history":[{"count":0,"href":"https:\/\/ibkrcampus.com\/campus\/wp-json\/wp\/v2\/posts\/74666\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/ibkrcampus.com\/campus\/wp-json\/wp\/v2\/media\/36372"}],"wp:attachment":[{"href":"https:\/\/ibkrcampus.com\/campus\/wp-json\/wp\/v2\/media?parent=74666"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/ibkrcampus.com\/campus\/wp-json\/wp\/v2\/categories?post=74666"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/ibkrcampus.com\/campus\/wp-json\/wp\/v2\/tags?post=74666"},{"taxonomy":"contributors-categories","embeddable":true,"href":"https:\/\/ibkrcampus.com\/campus\/wp-json\/wp\/v2\/contributors-categories?post=74666"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}