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How to make the most amount of money with the least amount of risk? towardsdatascience.com

Published June 3, 2019 under Quant Finance

In this article, we show one such amazing application of LP using Python programming in the area of economic planning — maximizing the expected profit from a stock market investment portfolio while minimizing the risk associated with it.

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

Stock Price Dynamics with Python jtsulliv.github.io

Published October 6, 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

Quasi-Monte Carlo methods for the Heston model arxiv.org

Published July 8, 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

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

Derivatives Analytics with Python ep2012.europython.eu

Published June 23, 2015 under Quant Finance

Calculate the skewness of a portfolio of assets quant.stackexchange.com

Published June 17, 2015 under Quant Finance

Lectures on Financial Economics antoniomele.org

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

Trading with Python tradingwithpython.blogspot.com

Published June 4, 2015 under Quant Finance

Marcos Lopez de Prado Quant Research quantresearch.info

Published June 3, 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

Journal of Algorithmic Finance algorithmicfinance.org

Published April 29, 2015 under Quant Finance

An open API for company SEC filings kimonolabs.com

Published April 28, 2015 under Quant Finance

Lean Algorithmic Trading Engine by QuantConnect lean.quantconnect.com

Published April 27, 2015 under Quant Finance

Volatility estimators in Python github.com

Published April 25, 2015 under Quant Finance