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Copyright and Credits
by Eryk Lewinson
Python for Finance Cookbook
Title Page
Copyright and Credits
Python for Finance Cookbook
Dedication
About Packt
Why subscribe?
Contributors
About the author
About the reviewers
Packt is searching for authors like you
Preface
Who this book is for
What this book covers
To get the most out of this book
Download the example code files
Download the color images
Conventions used
Sections
Getting ready
How to do it…
How it works…
There's more…
See also
Get in touch
Reviews
Financial Data and Preprocessing
Getting data from Yahoo Finance
How to do it...
How it works...
There's more...
Getting data from Quandl
Getting ready
How to do it...
How it works...
There's more...
See also
Getting data from Intrinio
Getting ready
How to do it...
How it works...
There's more...
Converting prices to returns
How to do it...
How it works...
There's more...
Changing frequency
Getting ready
How to do it...
How it works...
Visualizing time series data
Getting ready
How to do it...
The plot method of pandas
plotly and cufflinks
How it works...
The plot method of pandas
plotly and cufflinks
There's more...
See also
Identifying outliers
Getting ready
How to do it...
How it works...
There's more...
Investigating stylized facts of asset returns
Getting ready
How to do it...
Non-Gaussian distribution of returns
Volatility clustering
Absence of autocorrelation in returns
Small and decreasing autocorrelation in squared/absolute returns
Leverage effect
How it works...
Fact 1
Fact 2
Fact 3
Fact 4
Fact 5
There's more...
See also
Technical Analysis in Python
Creating a candlestick chart
Getting ready
How to do it...
How it works...
See also
Backtesting a strategy based on simple moving average 
How to do it...
Signal
Strategy
How it works...
Common elements
Signal
Strategy
There's more...
See also 
Calculating Bollinger Bands and testing a buy/sell strategy
How to do it...
How it works...
Calculating the relative strength index and testing a long/short strategy
How to do it...
How it works...
Building an interactive dashboard for TA
Getting ready
How to do it...
How it works...
There's more...
Time Series Modeling
Decomposing time series
How to do it...
How it works...
See also
Decomposing time series using Facebook's Prophet
How to do it...
How it works...
There's more...
Testing for stationarity in time series
Getting ready
How to do it...
How it works...
Correcting for stationarity in time series
How to do it...
How it works...
There's more...
Modeling time series with exponential smoothing methods
Getting ready
How to do it...
How it works...
There's more...
Modeling time series with ARIMA class models 
How to do it...
How it works...
There's more...
See also
Forecasting using ARIMA class models
Getting ready
How to do it...
How it works...
There's more...
Multi-Factor Models
Implementing the CAPM in Python
How to do it...
How it works...
There's more...
See also
Implementing the Fama-French three-factor model in Python
How to do it...
How it works...
There's more...
See also
Implementing the rolling three-factor model on a portfolio of assets
How to do it...
How it works...
Implementing the four- and five-factor models in Python
How to do it...
How it works...
See also
Modeling Volatility with GARCH Class Models
Explaining stock returns' volatility with ARCH models
How to do it...
How it works...
There's more...
See also
Explaining stock returns' volatility with GARCH models
How to do it...
How it works...
There's more...
Conditional mean model
Conditional volatility model
Distribution of errors
See also
Implementing a CCC-GARCH model for multivariate volatility forecasting
How to do it...
How it works...
See also
Forecasting the conditional covariance matrix using DCC-GARCH
Getting ready
How to do it...
How it works...
There's more...
See also
Monte Carlo Simulations in Finance
Simulating stock price dynamics using Geometric Brownian Motion
How to do it...
How it works...
There's more...
See also
Pricing European options using simulations
How to do it...
How it works...
There's more...
Pricing American options with Least Squares Monte Carlo
How to do it...
How it works...
See also
Pricing American options using Quantlib
How to do it...
How it works...
There's more...
Estimating value-at-risk using Monte Carlo
How to do it...
How it works...
There's more...
Asset Allocation in Python
Evaluating the performance of a basic 1/n portfolio
How to do it...
How it works...
There's more...
See also
Finding the Efficient Frontier using Monte Carlo simulations
How to do it...
How it works...
There's more...
Finding the Efficient Frontier using optimization with scipy
Getting ready
How to do it...
How it works...
There's more...
Finding the Efficient Frontier using convex optimization with cvxpy
Getting ready
How to do it...
How it works...
There's more...
Identifying Credit Default with Machine Learning
Loading data and managing data types
How to do it...
How it works...
There's more...
See also
Exploratory data analysis
How to do it...
How it works...
There's more...
Splitting data into training and test sets
How to do it...
How it works...
There's more...
Dealing with missing values
How to do it...
How it works...
There's more...
See also
Encoding categorical variables
How to do it...
How it works...
There's more...
Using pandas.get_dummies for one-hot encoding
Specifying possible categories for OneHotEncoder
Category Encoders library
See also
Fitting a decision tree classifier
How to do it...
How it works...
There's more...
See also
Implementing scikit-learn's pipelines
How to do it...
How it works...
There's more...
Tuning hyperparameters using grid searches and cross-validation
Getting ready
How to do it...
How it works...
There's more...
See also
Advanced Machine Learning Models in Finance
Investigating advanced classifiers
Getting ready
How to do it...
How it works...
There's more...
See also
Using stacking for improved performance
How to do it...
How it works...
There's more...
See also
Investigating the feature importance
Getting ready
How to do it...
How it works...
There's more...
See also
Investigating different approaches to handling imbalanced data
How to do it...
How it works...
There's more...
See also
Bayesian hyperparameter optimization
How to do it...
How it works...
There's more...
See also
Deep Learning in Finance
Deep learning for tabular data
How to do it...
How it works...
There's more...
See also
Multilayer perceptrons for time series forecasting
How to do it...
How it works...
There's more...
See also
Convolutional neural networks for time series forecasting
How to do it...
How it works...
There's more...
See also
Recurrent neural networks for time series forecasting
How to do it...
How it works...
There's more...
See also
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