https://github.com/Auquan/Tutorials
Ipython notebooks for math and finance tutorials
https://github.com/Auquan/Tutorials
math trading tutorials
Last synced: 7 months ago
JSON representation
Ipython notebooks for math and finance tutorials
- Host: GitHub
- URL: https://github.com/Auquan/Tutorials
- Owner: Auquan
- Created: 2017-01-21T11:24:18.000Z (about 9 years ago)
- Default Branch: master
- Last Pushed: 2020-08-01T17:03:34.000Z (over 5 years ago)
- Last Synced: 2024-08-05T20:32:45.415Z (over 1 year ago)
- Topics: math, trading, tutorials
- Language: Jupyter Notebook
- Size: 21 MB
- Stars: 962
- Watchers: 60
- Forks: 561
- Open Issues: 4
-
Metadata Files:
- Readme: README.md
Awesome Lists containing this project
README
# Tutorials
IPython notebooks for trading and math tutorials.
You can view these here in github, or you can download and run locally on your computer.
You will need to have the auquanToolbox installed to be able to run them.
For instructions on how to install the toolbox, visit [here](https://github.com/Auquan/auquan-toolbox-python)
## Contents:
### Trading Strategies:
1. [Mean Reversion Basics](https://github.com/Auquan/Tutorials/blob/master/Mean%20reversion.ipynb)
2. [Momentum Strategy Basics](https://github.com/Auquan/Tutorials/blob/master/Momentum%20Strategies.ipynb)
3. [How to measure momentum](https://github.com/Auquan/Tutorials/blob/master/Measuring%20Momentum.ipynb)
4. [Model Selection Pitfalls](https://github.com/Auquan/Tutorials/blob/master/Trading%20Strategy%20Model%20Selection%20Pitfalls.ipynb)
5. [Avoid Overfitting](https://github.com/Auquan/Tutorials/blob/master/Overfitting.ipynb)
6. [Pairs Trading](https://github.com/Auquan/Tutorials/blob/master/Pairs%20Trading.ipynb)
7. [Long-Short Strategies using Ranking](https://github.com/Auquan/Tutorials/blob/master/Long-Short%20Strategies%20using%20Ranking.ipynb)
### Math
1. [Random Variables](https://github.com/Auquan/Tutorials/blob/master/Random%20Variables.ipynb)
2. [Expected Value and Standard Deviation](https://github.com/Auquan/Tutorials/blob/master/Expected%20Value%20and%20Standard%20Deviation.ipynb)
3. [Covariance, Correlation and Confidence Intervals](https://github.com/Auquan/Tutorials/blob/master/Covariance%2C%20Correlation%20and%20Confidence%20Intervals.ipynb)
4. [Stationarity, Integration and CoIntegration](https://github.com/Auquan/Tutorials/blob/master/Integration%2C%20Cointegration%2C%20and%20Stationarity.ipynb)
### Time Series Analysis
1. [ Part 1 - Stationarity, Auto Correlation, White Noise and Random Walks ](https://github.com/Auquan/Tutorials/blob/master/Time%20Series%20Analysis%20-%201.ipynb)
2. [ Part 2 - AR and MA models ](https://github.com/Auquan/Tutorials/blob/master/Time%20Series%20Analysis%20-%202.ipynb)
3. [ Part 3 - ARMA and ARIMA models ](https://github.com/Auquan/Tutorials/blob/master/Time%20Series%20Analysis%20-%203.ipynb)
4. [ Part 4 - ARCH and GARCH models ](https://github.com/Auquan/Tutorials/blob/master/Time%20Series%20Analysis%20-%204.ipynb)