Python-for-Finance-Second-Edition | Python for Finance – Second Edition | Business library

 by   PacktPublishing Python Version: Current License: MIT

kandi X-RAY | Python-for-Finance-Second-Edition Summary

kandi X-RAY | Python-for-Finance-Second-Edition Summary

Python-for-Finance-Second-Edition is a Python library typically used in Web Site, Business applications. Python-for-Finance-Second-Edition has no bugs, it has no vulnerabilities, it has a Permissive License and it has low support. However Python-for-Finance-Second-Edition build file is not available. You can download it from GitHub.

This book uses Python as the computational tool. Since Python is free, any schools or organizations can download and use it. It is a powerful tool for quantitative finance, financial engineering programs, and quantitative master degree programs. The second edition made several adjustments. First, it reorganizes the book according to various finance subjects. In other words, the first edition focuses more on Python while the second edition is truly trying to apply Python to finance. The book starts with explaining topics exclusively related to Python. Then we see deal with critical parts of python language explaining concepts like Time Value of Money Stock and Bond Evaluations, Capital Asset Pricing Model , Multi-factor models, Time Series Analysis, Portfolio Theory, Options and Futures , Value at Risk, Monte Carlo Simulation , Credit Risk Analysis, Exotic Option, and Volatility, Implied volatility, ARCH and GARCH . This book will help us to learn or review the basics of quantitative finance and apply Python to solve various problems such as estimate IBM’s market risk, run a Fama-French 3-factor, 5-factor or Fama-French-Carhart 4 factor models, estimate VaR of a 5-stock portfolio , estimate the optimal portfolio and construct their efficient frontier for a 20 stock portfolio with real-world stocks, with Monte Carlo Simulation. Later, we will also learn how to replicate famous Black-Scholes-Merton option models and how to price some exotic options such as average price call option.
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              Python-for-Finance-Second-Edition has a low active ecosystem.
              It has 188 star(s) with 127 fork(s). There are 28 watchers for this library.
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              It had no major release in the last 6 months.
              Python-for-Finance-Second-Edition has no issues reported. There are no pull requests.
              It has a neutral sentiment in the developer community.
              The latest version of Python-for-Finance-Second-Edition is current.

            kandi-Quality Quality

              Python-for-Finance-Second-Edition has 0 bugs and 0 code smells.

            kandi-Security Security

              Python-for-Finance-Second-Edition has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.
              Python-for-Finance-Second-Edition code analysis shows 0 unresolved vulnerabilities.
              There are 0 security hotspots that need review.

            kandi-License License

              Python-for-Finance-Second-Edition is licensed under the MIT License. This license is Permissive.
              Permissive licenses have the least restrictions, and you can use them in most projects.

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              Python-for-Finance-Second-Edition releases are not available. You will need to build from source code and install.
              Python-for-Finance-Second-Edition has no build file. You will be need to create the build yourself to build the component from source.
              Installation instructions are not available. Examples and code snippets are available.

            Top functions reviewed by kandi - BETA

            kandi has reviewed Python-for-Finance-Second-Edition and discovered the below as its top functions. This is intended to give you an instant insight into Python-for-Finance-Second-Edition implemented functionality, and help decide if they suit your requirements.
            • Runs rainbow on the minimum value of two channels
            • N2 distance distribution
            • Calculate the derivative of a singleton function
            • Derivative of the two - two - dimensional derivative of two sigma
            • Computes the implied volume
            • Calls bscall
            • Compute the parameters of a Hull option
            • Calculates the cost of a basicIncome
            • Plots a histogram
            • Calculates the annual annual value for a given ticker
            • Cost of a basic job
            • Return the return value of the price
            • Plot a graph
            • Calculates the best likelihood using GJR s algorithm
            • Draws binomial grid
            • Compute the daily return of a given ticker
            • R Compute the minimum price as a strike
            • Calculate pressure from fv
            • Call shout
            • Binomial Call
            • R Calculates the difference in kmv for a given flow rate
            • N2 distribution function
            • Call Bermudan function
            • This function runs the simulation
            Get all kandi verified functions for this library.

            Python-for-Finance-Second-Edition Key Features

            No Key Features are available at this moment for Python-for-Finance-Second-Edition.

            Python-for-Finance-Second-Edition Examples and Code Snippets

            No Code Snippets are available at this moment for Python-for-Finance-Second-Edition.

            Community Discussions

            QUESTION

            Is there a C++14 alternative to explicit(expr) introduced in C++20?
            Asked 2022-Mar-04 at 07:43

            TL;DR: I am looking for a C++14 equivalent of the following C++20 MWE:

            ...

            ANSWER

            Answered 2022-Mar-04 at 07:43

            Yes. You can SFINAE the conversion operator:

            Source https://stackoverflow.com/questions/71347981

            QUESTION

            Material-UI Data Grid onSortModelChange Causing an Infinite Loop
            Asked 2022-Feb-14 at 23:31

            I'm following the Sort Model documentation (https://material-ui.com/components/data-grid/sorting/#basic-sorting) and am using sortModel and onSortModelChange exactly as used in the documentation. However, I'm getting an infinite loop immediately after loading the page (I can tell this based on the console.log).

            What I've tried:

            I always end up with the same issue. I'm using Blitz.js.

            My code:

            useState:

            ...

            ANSWER

            Answered 2021-Aug-31 at 19:57

            I fixed this by wrapping rows and columns in useRefs and used their .current property for both of them. Fixed it immediately.

            Source https://stackoverflow.com/questions/69004286

            QUESTION

            Java map function throws non-static method compiler error
            Asked 2022-Jan-27 at 04:17

            I have an odd problem, where I am struggling to understand the nature of "static context" in Java, despite the numerous SO questions regarding the topic.

            TL;DR:

            I have a design flaw, where ...

            This works:

            ...

            ANSWER

            Answered 2022-Jan-26 at 17:11

            One way to solve the issue is by parameterizing the ParentDTO Class with its own children.

            Source https://stackoverflow.com/questions/70860253

            QUESTION

            How to access all draft campaigns with the Facebook marketing API?
            Asked 2022-Jan-17 at 14:53

            I'm trying to list all of my draft campaigns using the Facebook marketing API. By default, it seems, only non-draft (published?) campaigns are listed when calling

            ...

            ANSWER

            Answered 2021-Dec-01 at 15:44

            I believe the only way to get draft campaigns is below:

            1. You should get all addrafts. On my account I have only 1 addraft that contains all draft campaigns, but maybe you can have more. URL for getting addrafts:

            https://graph.facebook.com/v12.0/act_/addrafts?access_token=&fields=name,ad_object_id,id

            1. Now you can get addraft_fragments. You can see all draft fragments of your ad_account (campaigns, adsets, ads), but you can easily find here what you want. URL for getting addraft_fragments:

            https://graph.facebook.com/v12.0//addraft_fragments?access_token=&fields=name,id,ad_object_id,ad_object_type,budget,ad_object_name,values

            Source https://stackoverflow.com/questions/70058289

            QUESTION

            How to implement the Hindenburg omen indicator?
            Asked 2021-Dec-21 at 02:21

            As defined here the Hindenburg omen indicator is:

            The daily number of new 52-week highs and 52-week lows in a stock market index are greater than a threshold amount (typically 2.2%).

            To me it means, we roll daily and look back 52 weeks or 252 business/trading days, then count the number of highs (or lows) and finally compute the return of that or pct_change, which is the ratio of new highs (or lows) they want to monitor e.g., being above 2.2%

            ...

            ANSWER

            Answered 2021-Dec-21 at 02:21

            Interesting question! Could I suggest the following code - it runs much faster than the apply solution because it is vectorised, and also lays out the steps a bit more clearly so you can inspect the interim results.

            I got a different result to your code - you can compare by also plotting your result on the timeseries at bottom.

            Source https://stackoverflow.com/questions/70251565

            QUESTION

            jQuery .append doesn't work with $(document).ready
            Asked 2021-Dec-19 at 18:08

            This is a followup to toggleClass of parent div not changing with onClick

            In my HTML layout, I've found that I need to generate the div #filters after the records, not before, because I need to use PHP to build the buttons for each state. This gave me the idea to use jQuery .append to move the #filters to the #move-filters-here above the records. But after I filter on a state, the filters appear below the records and .append doesn't work to move the #filters to #move-filters-here above the records.

            Is .append not working with (document).ready?

            Is there a different way to get .append to move the #filters?

            Does .append need to "fire" again after the Onclick function?

            Fiddle: https://jsfiddle.net/j3semt6h/10/

            ...

            ANSWER

            Answered 2021-Dec-19 at 18:07

            if you want append #filter to #move-filters-here you can do it like this:

            Source https://stackoverflow.com/questions/70413990

            QUESTION

            Project loom, what happens when virtual thread makes a blocking system call?
            Asked 2021-Nov-30 at 21:58

            I was investigating how Project Loom works and what kind of benefits it can bring to my company.

            So I understand the motivation, for standard servlet based backend, there is always a thread pool that executes a business logic, once thread is blocked because of IO it can't do anything but wait. So let's say I have a backend application that has single endpoint , the business logic behind this endpoint is to read some data using JDBC which internally uses InputStream which again will use blocking system call( read() in terms of Linux). So if I have 200 hundred users reaching this endpoint, I need to create 200 threads each waiting for IO.

            Now let's say I switched a thread pool to use virtual threads instead. According to Ben Evans in the article Going inside Java’s Project Loom and virtual threads:

            Instead, virtual threads automatically give up (or yield) their carrier thread when a blocking call (such as I/O) is made.

            So as far as I understand, if I have amount of OS threads equals to amount of CPU cores and unbounded amount of virtual threads, all OS threads will still wait for IO and Executor service won't be able to assign new work for Virtual threads because there are no available threads to execute it. How is it different from regular threads , at least for OS threads I can scale it to thousand to increase the throughput. Or Did I just misunderstood the use case for Loom ? Thanks in advance

            Addon

            I just read this mailing list:

            Virtual threads love blocking I/O. If the thread needs to block in say a Socket read then this releases the underlying kernel thread to do other work

            I am not sure I understand it, there is no way for OS to release the thread if it does a blocking call such as read, for these purposes kernel has non blocking syscalls such as epoll which doesn't block the thread and immediately returns a list of file descriptors that have some data available. Does the quote above implies that under the hood , JVM will replace a blocking read with non blocking epoll if thread that called it is virtual ?

            ...

            ANSWER

            Answered 2021-Nov-30 at 21:58

            Your first excerpt is missing the important point:

            Instead, virtual threads automatically give up (or yield) their carrier thread when a blocking call (such as I/O) is made. This is handled by the library and runtime [...]

            The implication is this: if your code makes a blocking call into the library (for example NIO) the library detects that you call it from a virtual thread and will turn the blocking call into a non-blocking call, park the virtual thread and continue processing some other virtual threads code.

            Only if no virtual thread is ready to execute will a native thread be parked.

            Note that your code never calls a blocking syscall, it calls into the java libraries (that currently execute the blocking syscall). Project Loom replaces the layers between your code and the blocking syscall and can therefore do anything it wants - as long as the result for your calling code looks the same.

            Source https://stackoverflow.com/questions/70174468

            QUESTION

            Koltin return null if value is null else
            Asked 2021-Nov-24 at 14:17

            I work with some business logic written in Kotlin. I've got such a case in my method - I check a value for null, and if it IS null - I want to return null, else do some logic. My version looks like:

            ...

            ANSWER

            Answered 2021-Nov-24 at 14:14

            You can use the ?. operator in combination with let.

            Source https://stackoverflow.com/questions/70097097

            QUESTION

            Pandas group cumsum with condition
            Asked 2021-Oct-12 at 20:27

            I have the following df:

            ...

            ANSWER

            Answered 2021-Oct-12 at 20:18

            Let's try (hopefully self-explained):

            Source https://stackoverflow.com/questions/69546268

            QUESTION

            Reactjs separation of UI and business logic
            Asked 2021-Sep-26 at 09:14

            I am new to react and I find it sore in the eyes to look at the component flooded with lots of functions and variable initializations together with the UI. Is it possible to separate them?

            Instead of the default setup, like below. How do I separate the business logic into another file?

            ...

            ANSWER

            Answered 2021-Sep-26 at 08:50

            A common approach that I use myself is to separate the business logic into its own file myComponentHelper.js

            This will also make it easier to test the function because it will not be able to use and change the react state without having it passed in as arguments and returning the changes.

            Source https://stackoverflow.com/questions/69332889

            Community Discussions, Code Snippets contain sources that include Stack Exchange Network

            Vulnerabilities

            No vulnerabilities reported

            Install Python-for-Finance-Second-Edition

            You can download it from GitHub.
            You can use Python-for-Finance-Second-Edition like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.

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