https://github.com/ssanderson/convex-optimization-for-finance

Talk Materials for "Convex Optimization for Finance"
https://github.com/ssanderson/convex-optimization-for-finance

cvxpy finance jupyter-notebook optimization quantopian scipy

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Talk Materials for "Convex Optimization for Finance"

• Host: GitHub
• URL: https://github.com/ssanderson/convex-optimization-for-finance
• Owner: ssanderson
• License: apache-2.0
• Created: 2018-06-26T20:36:47.000Z (almost 7 years ago)
• Default Branch: master
• Last Pushed: 2022-12-08T02:10:20.000Z (over 2 years ago)
• Last Synced: 2025-04-04T01:30:05.124Z (28 days ago)
• Topics: cvxpy, finance, jupyter-notebook, optimization, quantopian, scipy
• Language: Jupyter Notebook
• Homepage:
• Size: 12.1 MB
• Stars: 28
• Watchers: 2
• Forks: 23
• Open Issues: 14
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# Convex Optimization for Finance

[![Binder](https://mybinder.org/badge.svg)](https://mybinder.org/v2/gh/ssanderson/convex-optimization-for-finance/master)

This repository contains materials used to present **Convex Optimization for

Finance** a talk given by Scott Sanderson at QuantCon 2018 and later given as a

webinar for [Quantopian](www.quantopian.com).

You try the notebooks used in the presentation on

[binder](https://mybinder.org/) by clicking the button above.

You can also run the repository locally on OSX or Linux by cloning and running

`./run.sh`. `run.sh` will create a

[virtualenv](http://docs.python-guide.org/en/latest/dev/virtualenvs/) in

`./venv`, install the packages listed in `requirements.txt`, and start a

[Jupyter Notebook](http://jupyter.org/) server running in the virtualenv.