GitHub - engenheiroquant/PyQuantNewsletter: Code notebooks from the PyQuant Newsletter

The PyQuant Newsletter

Code notebooks from the PyQuant Newsletter

Name		Name	Last commit message	Last commit date
Latest commit History 40 Commits
.gitignore		.gitignore
100_3DayPullbacks.ipynb		100_3DayPullbacks.ipynb
102_DeltaHedging.ipynb		102_DeltaHedging.ipynb
103_PoissonJumps.ipynb		103_PoissonJumps.ipynb
104_TrackingError.ipynb		104_TrackingError.ipynb
105_CalmarRatio.ipynb		105_CalmarRatio.ipynb
106_ThetaDecay.ipynb		106_ThetaDecay.ipynb
107_RiskOfRuin.ipynb		107_RiskOfRuin.ipynb
109_Expectancy.ipynb		109_Expectancy.ipynb
10_SharpeRatio.ipynb		10_SharpeRatio.ipynb
111_PrincipalComponentsRegression.ipynb		111_PrincipalComponentsRegression.ipynb
112_LlamaIndexFinancialStatement.ipynb		112_LlamaIndexFinancialStatement.ipynb
113_VectorBTPairsTrading.ipynb		113_VectorBTPairsTrading.ipynb
114_SortinoRatio.ipynb		114_SortinoRatio.ipynb
115_PandasMarketDataAnalysis.ipynb		115_PandasMarketDataAnalysis.ipynb
116_AutomateWithIBAPI.ipynb		116_AutomateWithIBAPI.ipynb
117_PortfolioVariance.ipynb		117_PortfolioVariance.ipynb
119_FinancialRatiosInADB.ipynb		119_FinancialRatiosInADB.ipynb
11_InformationRatio.ipynb		11_InformationRatio.ipynb
120_PortfolioHedge.ipynb		120_PortfolioHedge.ipynb
121_RiskBudgets.ipynb		121_RiskBudgets.ipynb
122_MonthEndFlowEffects.ipynb		122_MonthEndFlowEffects.ipynb
123_PolarsDuckDB.ipynb		123_PolarsDuckDB.ipynb
124_IB_InsyncOptionsData.ipynb		124_IB_InsyncOptionsData.ipynb
125_BlackLitterman.ipynb		125_BlackLitterman.ipynb
126_PyfolioReloaded.ipynb		126_PyfolioReloaded.ipynb
128_LlamaIndexStockPrices.ipynb		128_LlamaIndexStockPrices.ipynb
129_FamaFrenchHedging.ipynb		129_FamaFrenchHedging.ipynb
12_GARCH.ipynb		12_GARCH.ipynb
130_PlottingWithMatplotlib.ipynb		130_PlottingWithMatplotlib.ipynb
131_ReplicateQQQ.ipynb		131_ReplicateQQQ.ipynb
132_Autocorrelation.ipynb		132_Autocorrelation.ipynb
133_ReportAgent.ipynb		133_ReportAgent.ipynb
134_MarkowitzMeanVariance.ipynb		134_MarkowitzMeanVariance.ipynb
13_SortinoRatio.ipynb		13_SortinoRatio.ipynb
14_RiskParity.ipynb		14_RiskParity.ipynb
15_StockPriceDatabase.ipynb		15_StockPriceDatabase.ipynb
16_OmegaRatio.ipynb		16_OmegaRatio.ipynb
19_VolatilitySurface.ipynb		19_VolatilitySurface.ipynb
20_BetaHedge.ipynb		20_BetaHedge.ipynb
21_PairsTrading.ipynb		21_PairsTrading.ipynb
22_PortfolioPCA.ipynb		22_PortfolioPCA.ipynb
23_ConditionalValueAtRisk.ipynb		23_ConditionalValueAtRisk.ipynb
24_FactorAnalysis.ipynb		24_FactorAnalysis.ipynb
25_KalmanFilter.ipynb		25_KalmanFilter.ipynb
26_HurstExponent.ipynb		26_HurstExponent.ipynb
27_Decomposition.ipynb		27_Decomposition.ipynb
28_FlowEffectsBacktrader.ipynb		28_FlowEffectsBacktrader.ipynb
2_RealizedVolatilityModels.ipynb		2_RealizedVolatilityModels.ipynb
30_AnimatedYieldCurve.ipynb		30_AnimatedYieldCurve.ipynb
31_BarrierOptionPricing.ipynb		31_BarrierOptionPricing.ipynb
32_KellyBetting.ipynb		32_KellyBetting.ipynb
34_ZiplineBacktesting.ipynb		34_ZiplineBacktesting.ipynb
35_TechnicalAnalysis.ipynb		35_TechnicalAnalysis.ipynb
36_TreynorRatio.ipynb		36_TreynorRatio.ipynb
37_FiltersForForex.ipynb		37_FiltersForForex.ipynb
38_AmericanOptionPricer.ipynb		38_AmericanOptionPricer.ipynb
3_FlowEffects.ipynb		3_FlowEffects.ipynb
41_ThetaDataStreamingStraddle.ipynb		41_ThetaDataStreamingStraddle.ipynb
42_VectorbtWalkforwardAnalysis.ipynb		42_VectorbtWalkforwardAnalysis.ipynb
43_OpenBBandRiskParity.ipynb		43_OpenBBandRiskParity.ipynb
44_ZiplinePipeline.ipynb		44_ZiplinePipeline.ipynb
45_AlphaLens.ipynb		45_AlphaLens.ipynb
46_CalmarRatio.ipynb		46_CalmarRatio.ipynb
47_LangChainPDF.ipynb		47_LangChainPDF.ipynb
48_KMeans.ipynb		48_KMeans.ipynb
49_LangChainSQL.ipynb		49_LangChainSQL.ipynb
4_VolatilityCones.ipynb		4_VolatilityCones.ipynb
50_FactorEngineeringML.ipynb		50_FactorEngineeringML.ipynb
51_IVTermStructureSkew.ipynb		51_IVTermStructureSkew.ipynb
52_AssetClassTrendFollowing.ipynb		52_AssetClassTrendFollowing.ipynb
53_PolarsVsPandas.ipynb		53_PolarsVsPandas.ipynb
54_BlackLitterman.ipynb		54_BlackLitterman.ipynb
55_DownsideDeviation.ipynb		55_DownsideDeviation.ipynb
56_UpsideCapture.ipynb		56_UpsideCapture.ipynb
58_BattingAverage.ipynb		58_BattingAverage.ipynb
59_StoringDataHDF5.ipynb		59_StoringDataHDF5.ipynb
5_ValueAtRisk.ipynb		5_ValueAtRisk.ipynb
60_VectorbtOptimizeOrderType.ipynb		60_VectorbtOptimizeOrderType.ipynb
62_VectobtPatterns.ipynb		62_VectobtPatterns.ipynb
64_LangChainSentimentAnalysis.ipynb		64_LangChainSentimentAnalysis.ipynb
65_KMedoids.ipynb		65_KMedoids.ipynb
67_SABR.ipynb		67_SABR.ipynb
68_VectorbtProjections.ipynb		68_VectorbtProjections.ipynb
6_RollingZScore.ipynb		6_RollingZScore.ipynb
73_OptionsBacktesting.ipynb		73_OptionsBacktesting.ipynb
74_VectorbtParamCV.ipynb		74_VectorbtParamCV.ipynb
75_ArcticDBOptions.ipynb		75_ArcticDBOptions.ipynb
78_ValueAtRiskMonteCarlo.ipynb		78_ValueAtRiskMonteCarlo.ipynb
79_PCAYieldCurve.ipynb		79_PCAYieldCurve.ipynb
7_Drawdown.ipynb		7_Drawdown.ipynb
80_VectorBTFlowEffects.ipynb		80_VectorBTFlowEffects.ipynb
81_EdgarFundamentalData.ipynb		81_EdgarFundamentalData.ipynb
82_HierarchicalRiskParity.ipynb		82_HierarchicalRiskParity.ipynb
83_VectorBTMFT.ipynb		83_VectorBTMFT.ipynb
84_ForecastEarningsWithStraddles.ipynb		84_ForecastEarningsWithStraddles.ipynb
85_SkfolioMaxDiversification.ipynb		85_SkfolioMaxDiversification.ipynb
88_QuantLibGreeks.ipynb		88_QuantLibGreeks.ipynb
89_OptimalPortfolioAgainstIndex.ipynb		89_OptimalPortfolioAgainstIndex.ipynb
8_GeometricBrownianMotion.ipynb		8_GeometricBrownianMotion.ipynb

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