https://github.com/duskybomb/quantitative-finance-talk
Tutorial on Quantitative Finance for PyData Delhi 19 Conference
https://github.com/duskybomb/quantitative-finance-talk
quantitative-finance r tutorial
Last synced: 2 months ago
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Tutorial on Quantitative Finance for PyData Delhi 19 Conference
- Host: GitHub
- URL: https://github.com/duskybomb/quantitative-finance-talk
- Owner: duskybomb
- Created: 2019-07-27T06:48:29.000Z (almost 7 years ago)
- Default Branch: master
- Last Pushed: 2019-08-03T03:20:10.000Z (almost 7 years ago)
- Last Synced: 2025-01-22T10:46:46.919Z (over 1 year ago)
- Topics: quantitative-finance, r, tutorial
- Language: Jupyter Notebook
- Homepage:
- Size: 56.4 MB
- Stars: 0
- Watchers: 2
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
# quantitative-finance-talk
## R Code
- [Introduction to R](Code/01_introduction_to_r.R)
- [Random Walk](Code/02_random_walk.R)
- [Geometric Brownian Motion](Code/03_geometric_brownian_motion.R)
- [Efficient Frontier](Code/04_efficient_frontier.R)
- [Portfolio Optimization](Code/05_portfolio_optimization.R)
- [CAPM](Code/06_capm.R)
- [Intraday](Code/07_intraday.r)
## Notebooks
- [Introduction to R and Finance](Notebooks/01_Introduction_to_R_and_Finance.ipynb)
- [Random Walk and Geometric Brownian Motion](Notebooks/02_Random_Walk_and_GBM.ipynb)
- [Efficient Frontier and Portfolio Optimizatoin](Notebooks/03_Efficient_Frontier_and_Portfolio_Optimization.ipynb)
- [CAPM](Notebooks/04_CAPM.ipynb)
- [Intraday Data](Notebooks/05_Intraday.ipynb)