Python Quantitative Finance Research
Python based Quant Finance Models, Tools and Algorithmic Application and Decision Making
A repository of Python based code for:
- Creating econometric market models and hypotheses
- modelling, testing and analysing market hypotheses
- identifying risk weighted market opportunities
- identifying and applying statistically robust strategies
- backtesting trading strategies and performance analytics
- portfolio allocation and optimisation
- applying risk and performance management metrics
- portfolio allocation and optimisation
- backtesting trading strategies and performance analytics
- identifying and applying statistically robust strategies
- identifying risk weighted market opportunities
- modelling, testing and analysing market hypotheses
Portfolio Allocation - Get yahoo data, sort, analyse and allocate portfolio by quadratic optimisation.
Portfolio Optimisation - Target return and Target Variance
Time Series Analysis
LSTM stock price forecasting and prediction