Dimensional Reduction and Principal Component Analysis -- II

In the previous post, we saw why we should be interested in Principal Component Analysis. In this post, we will do some deep dive and get to know how this is implemented. Now that you have some idea about how to change higher dimensions to lower dimensions, we will go through the below description which is shown in a jupyter notebook. I have downloaded the data of three companies that are in the Indian stock market from Quandl. We will try to understand the Indian ecosystem using this.