Quant Finance with Python | Stock Market Modeling (easy)
Daniel Boctor
0:00 / 0:00
Quant Finance with Python | Stock Market Modeling (easy)
36 695 просмотров · 8 месяцев назад
Daniel Boctor
90,3 тыс. подписчиков
36 695 просмотров · 8 месяцев назад
The second video in a Python, NumPy, Pandas, and Matplotlib based based computational / quant finance series, spanning from stochastic modelling and portfolio insurance, to asset pricing , factor regressions, data visualization, and everything in-between.
Source code - https://github.com/daniel-boctor/Dani...
0:00 - Overview
1:33 - Stochastic Modeling
3:49 - Background
4:56 - GBM Math Explanation
20:56 - GBM Python Implementation
29:10 - Arithmetic vs Geometric Digression
34:44 - GBM Python Implementation
54:06 - Overwrite vs Prepend Digression
01:03:30 - Final GBM Function
01:04:08 - Interactive Plotting
01:32:56 - Factor Regression Digression
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