A complete set of volatility estimators in Python github.com Published June 30, 2018 under Quant Finance
Equity Option Implied Volatility Analytics with Python github.com Published June 30, 2018 under Quant Finance
Option hedging with LSTM Recurrent Neural Networks ipythonquant.wordpress.com Published June 8, 2018 under Quant Finance
Pricing Bermudan Options in TensorFlow ipythonquant.wordpress.com Published June 8, 2018 under Quant Finance
TensorFlow meets Quantitative Finance ipythonquant.wordpress.com Published June 8, 2018 under Quant Finance
A complete set of volatility estimators based on Euan Sinclair’s Volatility Trading github.com Published January 24, 2018 under Quant Finance
How To Model Volatility Smile In Python quantinsti.com Published December 19, 2017 under Quant Finance
Popular Python Trading Platforms For Algorithmic Trading quantinsti.com Published November 21, 2017 under Quant Finance
How Can An MBA In Finance Become A Quant? quantinsti.com Published November 20, 2017 under Quant Finance
Python Parallel Computing (in 60 Seconds or less) dbader.org Published October 27, 2017 under Quant Finance
Random walks down Wall Street, Stochastic Processes in Python turingfinance.com Published January 9, 2017 under Quant Finance
Bayesian Linear Regression Models with PyMC3 quantstart.com Published April 30, 2016 under Quant Finance
Hacking the Random Walk Hypothesis turingfinance.com Published September 17, 2015 under Quant Finance
Predicting future returns of trading algorithms: Bayesian cone blog.quantopian.com Published September 11, 2015 under Quant Finance
pyfolio – Performance and Risk Analysis for Quantopian/Zipline quantopian.github.io Published August 28, 2015 under Quant Finance
Predicting Financial Markets – Comparing News, Twitter and Search Engine Data arxiv.org Published July 6, 2015 under Quant Finance
Forecasting with Option Implied Information papers.ssrn.com Published July 6, 2015 under Quant Finance
Non-Gaussianity of the Intraday Returns Distribution and its Evolution in Time arxiv.org Published July 6, 2015 under Quant Finance
Calculate the skewness of a portfolio of assets quant.stackexchange.com Published June 17, 2015 under Quant Finance
Hedge Fund Performance and Liquidity Risk papers.ssrn.com Published June 16, 2015 under Quant Finance
A Quantitative Approach to Tactical Asset Allocation mebanefaber.com Published June 15, 2015 under Quant Finance
Implementing a Principal Component Analysis (PCA) in Python step by step sebastianraschka.com Published June 12, 2015 under Quant Finance
Twitter Increasingly Used By Hedge Funds For Trading Clues valuewalk.com Published June 1, 2015 under Quant Finance
How to Use a Decision Tree to Trade Bank of America Stock inovancetech.com Published May 20, 2015 under Quant Finance
Lean Algorithmic Trading Engine by QuantConnect lean.quantconnect.com Published April 27, 2015 under Quant Finance
