https://github.com/gtesei/python-for-finance-notes
Python notes on finance
https://github.com/gtesei/python-for-finance-notes
finance finance-notes portfolio-optimization python sharpe-ratio
Last synced: 8 months ago
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Python notes on finance
- Host: GitHub
- URL: https://github.com/gtesei/python-for-finance-notes
- Owner: gtesei
- License: mit
- Created: 2016-09-03T21:30:17.000Z (almost 10 years ago)
- Default Branch: master
- Last Pushed: 2022-01-03T07:53:30.000Z (over 4 years ago)
- Last Synced: 2025-05-02T01:37:59.452Z (about 1 year ago)
- Topics: finance, finance-notes, portfolio-optimization, python, sharpe-ratio
- Language: Jupyter Notebook
- Homepage:
- Size: 5.58 MB
- Stars: 15
- Watchers: 2
- Forks: 7
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE.md
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README
# python-for-finance-notes
[](http://badges.mit-license.org)
__Python notes on finance__
## Suggested path
1. [Value of an European Call Option, Key Factors for Evaluating the Performance of a Portfolio, Get financial data, Plotting stock prices, Normalizing prices, Rolling statistics, Daily returns, Cumulative return, Rsk, Sharpe Ratio, ](https://github.com/gtesei/python-for-finance-notes/blob/master/1__Warmup.ipynb)
2. [Python optimizers, Convex/NonConvex loss functions, Basin Hopping and Simulated Annealing, More dimensions, contraints and bounds, Optimizing portfolios](https://github.com/gtesei/python-for-finance-notes/blob/master/2__Optimizing_Portfolios.ipynb)
3. [Alpha factors, Alphalens](https://github.com/gtesei/python-for-finance-notes/blob/master/3__Alpha_Factors.ipynb)
4. [Stock Picking 1, Cumulative return and Sharp Ratio as performance indicators ](https://github.com/gtesei/python-for-finance-notes/blob/master/4_1__Stock_Picking_Understand_the_Past.ipynb)
5. [Stock Picking 2, Correlation between Cumulative return and Sharp Ratio, dummy stock picker and performance degradation in time](https://github.com/gtesei/python-for-finance-notes/blob/master/4_2__Stock_Picking_The_Future_is_not_what_used_to_be.ipynb)
6. [Stock Picking 3.1, Forecasting stock prices with ARIMA models](https://github.com/gtesei/python-for-finance-notes/blob/master/4_3_1__Stock_Picking_Predicting_The_Future_Forecasting_ARIMA.ipynb)