Showing posts with label Finance. Show all posts
Showing posts with label Finance. Show all posts

Monday, 13 May 2024

Python Libraries for Financial Analysis and Portfolio Management

 



import statsmodels.api as sm
import numpy as np

# Generate some sample data
x = np.random.rand(100)
y = 2 * x + np.random.randn(100)

# Fit a linear regression model
model = sm.OLS(y, sm.add_constant(x)).fit()

print("Regression coefficients:", model.params)
print("R-squared:", model.rsquared)

#clcoding.com 
import pandas as pd

# Create a simple DataFrame
data = {'Name': ['Alice', 'Bob', 'Charlie'],
        'Age': [25, 30, 35],
        'Salary': [50000, 60000, 70000]}
df = pd.DataFrame(data)

# Perform data analysis
print("DataFrame head:")
print(df.head())
print("\nAverage salary:", df['Salary'].mean())

#clcoding.com 
import numpy as np

# Create a simple array
arr = np.array([1, 2, 3, 4, 5])

# Perform numerical operations
print("Sum:", np.sum(arr))
print("Mean:", np.mean(arr))
print("Standard deviation:", np.std(arr))

#clcoding.com 
from ibapi.client import EClient
from ibapi.wrapper import EWrapper

class MyWrapper(EWrapper):
    def __init__(self):
        super().__init__()

class MyClient(EClient):
    def __init__(self, wrapper):
        EClient.__init__(self, wrapper)

app = MyClient(MyWrapper())
app.connect("127.0.0.1", 7497, clientId=1)

app.run()

#clcoding.com 
import numpy as np
from scipy import optimize

# Define a simple objective function
def objective(x):
    return x**2 + 10*np.sin(x)

# Optimize the objective function
result = optimize.minimize(objective, x0=0)

print("Minimum value found at:", result.x)
print("Objective function value at minimum:", result.fun)

#clcoding.com 
from riskfolio.Portfolio import Portfolio

# Create a simple portfolio
data = {'Asset1': [0.05, 0.1, 0.15],
        'Asset2': [0.08, 0.12, 0.18],
        'Asset3': [0.06, 0.11, 0.14]}
portfolio = Portfolio(returns=data)

# Perform portfolio optimization
portfolio.optimize()

print("Optimal weights:", portfolio.w)
print("Expected return:", portfolio.mu)
print("Volatility:", portfolio.sigma)

#clcoding.com 

Monday, 19 February 2024

Fundamentals of Machine Learning in Finance

 


Build your subject-matter expertise

This course is part of the Machine Learning and Reinforcement Learning in Finance Specialization

When you enroll in this course, you'll also be enrolled in this Specialization.

Learn new concepts from industry experts

Gain a foundational understanding of a subject or tool

Develop job-relevant skills with hands-on projects

Earn a shareable career certificate

Join Free: Fundamentals of Machine Learning in Finance

There are 4 modules in this course

The course aims at helping students to be able to solve practical ML-amenable problems that they may encounter in real life that include: (1) understanding where the problem one faces lands on a general landscape of available ML methods, (2) understanding which particular ML approach(es) would be most appropriate for resolving the problem, and (3) ability to successfully implement a solution, and assess its performance.  

A learner with some or no previous knowledge of Machine Learning (ML)  will get to know main algorithms of Supervised and Unsupervised Learning, and Reinforcement Learning, and will be able to use ML open source Python packages to design, test, and implement ML algorithms in Finance.
Fundamentals of Machine Learning in Finance will provide more at-depth view of supervised, unsupervised, and reinforcement learning, and end up in a project on using unsupervised learning for implementing a simple portfolio trading strategy.

The course is designed for three categories of students:
Practitioners working at financial institutions such as banks, asset management firms or hedge funds
Individuals interested in applications of ML for personal day trading
Current full-time students pursuing a degree in Finance, Statistics, Computer Science, Mathematics, Physics, Engineering or other related disciplines who want to learn about practical applications of ML in Finance  

Experience with Python (including numpy, pandas, and IPython/Jupyter notebooks), linear algebra, basic probability theory and basic calculus is necessary to complete assignments in this course.

Python and Machine Learning for Asset Management

 


What you'll learn

Learn the principles of supervised and unsupervised machine learning techniques to financial data sets  

Understand the basis of logistical regression and ML algorithms for classifying variables into one of two outcomes    

Utilize powerful Python libraries to implement machine learning algorithms in case studies    

Learn about factor models and regime switching models and their use in investment management    \

Join Free: Python and Machine Learning for Asset Management

There are 5 modules in this course

This course will enable you mastering machine-learning approaches in the area of investment management. It has been designed by two thought leaders in their field, Lionel Martellini from EDHEC-Risk Institute and John Mulvey from Princeton University. Starting from the basics, they will help you build practical skills to understand data science so you can make the best portfolio decisions.

The course will start with an introduction to the fundamentals of machine learning, followed by an in-depth discussion of the application of these techniques to portfolio management decisions, including the design of more robust factor models, the construction of portfolios with improved diversification benefits, and the implementation of more efficient risk management models. 

We have designed a 3-step learning process: first, we will introduce a meaningful investment problem and see how this problem can be addressed using statistical techniques. Then, we will see how this new insight from Machine learning can complete and improve the relevance of the analysis.

You will have the opportunity to capitalize on videos and recommended readings to level up your financial expertise, and to use the quizzes and Jupiter notebooks to ensure grasp of concept.

At the end of this course, you will master the various machine learning techniques in investment management.

Python and Machine-Learning for Asset Management with Alternative Data Sets

 


What you'll learn

Learn what alternative data is and how it is used in financial market applications. 

Become immersed in current academic and practitioner state-of-the-art research pertaining to alternative data applications.

Perform data analysis of real-world alternative datasets using Python.

Gain an understanding and hands-on experience in data analytics, visualization and quantitative modeling applied to alternative data in finance

Join Free: Python and Machine-Learning for Asset Management with Alternative Data Sets

There are 4 modules in this course

Over-utilization of market and accounting data over the last few decades has led to portfolio crowding, mediocre performance and systemic risks, incentivizing financial institutions which are looking for an edge to quickly adopt alternative data as a substitute to traditional data. This course introduces the core concepts around alternative data, the most recent research in this area, as well as practical portfolio examples and actual applications. The approach of this course is somewhat unique because while the theory covered is still a main component, practical lab sessions and examples of working with alternative datasets are also key. This course is fo you if you are aiming at carreers prospects as a data scientist in financial markets, are looking to enhance your analytics skillsets to the financial markets, or if you are interested in cutting-edge technology and research as  they apply to big data. The required background is: Python programming, Investment theory , and Statistics. This course will enable you to learn new data and research techniques applied to the financial markets while strengthening data science and python skills.

Python for Finance: Beta and Capital Asset Pricing Model


 What you'll learn

Understand the theory and intuition behind the Capital Asset Pricing Model (CAPM)

Calculate Beta and expected returns of securities in python

Perform interactive data visualization using Plotly Express

Join Free: Python for Finance: Beta and Capital Asset Pricing Model

About this Guided Project

In this project, we will use Python to perform stocks analysis such as calculating stock beta and expected returns using the Capital Asset Pricing Model (CAPM). CAPM is one of the most important models in Finance and it describes the relationship between the expected return and risk of securities. We will analyze the performance of several companies such as Facebook, Netflix, Twitter and AT&T over the past 7 years. This project is crucial for investors who want to properly manage their portfolios, calculate expected returns, risks, visualize datasets, find useful patterns, and gain valuable insights. This project could be practically used for analyzing company stocks, indices or  currencies and performance of portfolio.

Note: This course works best for learners who are based in the North America region. We’re currently working on providing the same experience in other regions.

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