Python notes on finance
- 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,
- Python optimizers, Convex/NonConvex loss functions, Basin Hopping and Simulated Annealing, More dimensions, contraints and bounds, Optimizing portfolios
- Alpha factors, Alphalens
- Stock Picking 1, Cumulative return and Sharp Ratio as performance indicators
- Stock Picking 2, Correlation between Cumulative return and Sharp Ratio, dummy stock picker and performance degradation in time
- Stock Picking 3.1, Forecasting stock prices with ARIMA models