python-for-finance-notes

Python notes on finance

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