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100+ python programming exercise problem discussed ,explained and solved in different ways
The repository for freeCodeCamp's YouTube course, Algorithmic Trading in Python
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Python toolkit for quantitative finance
A curated list of applied machine learning and data science notebooks and libraries across different industries (by @firmai)
Introduction to Data Science: A Python Approach to Concepts, Techniques and Applications
Sources codes for: Mastering Python for Finance, Second Edition
Principal Component Analysis of Yield Curves
Set of real world data science tasks completed using the Python Pandas library
Code, Notebooks and Examples from Practical Business Python
PCA Applications in Yield Curve Structure
Predictive Yield Curve Modeling in Reduced Dimensionality
This paper aims to explore the time series’ proprieties of the features extracted by using the Principal Component Analysis (PCA) technique on the European AAA-rated Government Bond Yield curve. The PCA can greatly simplify the problem of modelling the yield curve by massively reducing its dimensionality to a small set of uncorrelated features. It finds several applications in finance and in the fixed income particularly from risk management to trade recommendation. After selecting a subset of Principal Components (PCs), this paper first analyzes their nature in comparison to the original rates and the implications in terms of information retained and lost. Then the time-series characteristics of each PC are studied and, when possible, Auto-Regressive Moving-Average (ARMA) models will be fitted on the data. One hundred observations of the original dataset are set aside as a test set to evaluate the predictive power of these models. Eventually, further analyses are performed on the PCs to evaluate the presence of heteroscedasticity and GARCH-ARCH models are fitted when possible. Tests are performed on the fitted coefficient to investigate the real nature of the conditional variance process.
Python training for business analysts and traders
Code examples from the book, Python 101 by Michael Driscoll
The code examples for the book: Python 201: Intermediate Python
Python Data Science Handbook: full text in Jupyter Notebooks
Top training materials in quantitative finance
This script downloads data from Bloomberg and performs some basic data analysis
PCA analysis on UK spot rates to model attributes of the yield curve
The Jupyter Notebooks behind my OReilly report, "A Whirlwind Tour of Python"
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.