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Python Quantitative Finance Research

Python based Quant Finance Models, Tools and Algorithmic Application and Decision Making

A repository of Python based code for:

• Creating econometric market models and hypotheses
  • modelling, testing and analysing market hypotheses
    • identifying risk weighted market opportunities
      • identifying and applying statistically robust strategies
        • backtesting trading strategies and performance analytics
          • portfolio allocation and optimisation
            • applying risk and performance management metrics

Portfolio Allocation - Get yahoo data, sort, analyse and allocate portfolio by quadratic optimisation.

Portfolio Optimisation - Target return and Target Variance

Time Series Analysis

LSTM stock price forecasting and prediction