Derivatives Analytics With Python

Derivatives Analytics With Python Book in PDF, ePub and Kindle version is available to download in english. Read online anytime anywhere directly from your device. Click on the download button below to get a free pdf file of Derivatives Analytics With Python book. This book definitely worth reading, it is an incredibly well-written.

Derivatives Analytics with Python

Yves Hilpisch
Derivatives Analytics with Python Book PDF

Author : Yves Hilpisch
Publisher : John Wiley & Sons
Page : 390 pages
File Size : 51,6 Mb
Release : 2015-08-03
Category : Business & Economics
ISBN : 9781119037996

Get Book

Derivatives Analytics with Python by Yves Hilpisch Pdf

Supercharge options analytics and hedging using the power of Python Derivatives Analytics with Python shows you how to implement market-consistent valuation and hedging approaches using advanced financial models, efficient numerical techniques, and the powerful capabilities of the Python programming language. This unique guide offers detailed explanations of all theory, methods, and processes, giving you the background and tools necessary to value stock index options from a sound foundation. You'll find and use self-contained Python scripts and modules and learn how to apply Python to advanced data and derivatives analytics as you benefit from the 5,000+ lines of code that are provided to help you reproduce the results and graphics presented. Coverage includes market data analysis, risk-neutral valuation, Monte Carlo simulation, model calibration, valuation, and dynamic hedging, with models that exhibit stochastic volatility, jump components, stochastic short rates, and more. The companion website features all code and IPython Notebooks for immediate execution and automation. Python is gaining ground in the derivatives analytics space, allowing institutions to quickly and efficiently deliver portfolio, trading, and risk management results. This book is the finance professional's guide to exploiting Python's capabilities for efficient and performing derivatives analytics. Reproduce major stylized facts of equity and options markets yourself Apply Fourier transform techniques and advanced Monte Carlo pricing Calibrate advanced option pricing models to market data Integrate advanced models and numeric methods to dynamically hedge options Recent developments in the Python ecosystem enable analysts to implement analytics tasks as performing as with C or C++, but using only about one-tenth of the code or even less. Derivatives Analytics with Python — Data Analysis, Models, Simulation, Calibration and Hedging shows you what you need to know to supercharge your derivatives and risk analytics efforts.

Derivatives Analytics with Python

Yves Hilpisch
Derivatives Analytics with Python Book PDF

Author : Yves Hilpisch
Publisher : John Wiley & Sons
Page : 376 pages
File Size : 48,5 Mb
Release : 2015-06-15
Category : Business & Economics
ISBN : 9781119038009

Get Book

Derivatives Analytics with Python by Yves Hilpisch Pdf

Supercharge options analytics and hedging using the power of Python Derivatives Analytics with Python shows you how to implement market-consistent valuation and hedging approaches using advanced financial models, efficient numerical techniques, and the powerful capabilities of the Python programming language. This unique guide offers detailed explanations of all theory, methods, and processes, giving you the background and tools necessary to value stock index options from a sound foundation. You'll find and use self-contained Python scripts and modules and learn how to apply Python to advanced data and derivatives analytics as you benefit from the 5,000+ lines of code that are provided to help you reproduce the results and graphics presented. Coverage includes market data analysis, risk-neutral valuation, Monte Carlo simulation, model calibration, valuation, and dynamic hedging, with models that exhibit stochastic volatility, jump components, stochastic short rates, and more. The companion website features all code and IPython Notebooks for immediate execution and automation. Python is gaining ground in the derivatives analytics space, allowing institutions to quickly and efficiently deliver portfolio, trading, and risk management results. This book is the finance professional's guide to exploiting Python's capabilities for efficient and performing derivatives analytics. Reproduce major stylized facts of equity and options markets yourself Apply Fourier transform techniques and advanced Monte Carlo pricing Calibrate advanced option pricing models to market data Integrate advanced models and numeric methods to dynamically hedge options Recent developments in the Python ecosystem enable analysts to implement analytics tasks as performing as with C or C++, but using only about one-tenth of the code or even less. Derivatives Analytics with Python — Data Analysis, Models, Simulation, Calibration and Hedging shows you what you need to know to supercharge your derivatives and risk analytics efforts.

Python for Finance

Yves Hilpisch
Python for Finance Book PDF

Author : Yves Hilpisch
Publisher : "O'Reilly Media, Inc."
Page : 720 pages
File Size : 47,7 Mb
Release : 2018-12-05
Category : Computers
ISBN : 9781492024293

Get Book

Python for Finance by Yves Hilpisch Pdf

The financial industry has recently adopted Python at a tremendous rate, with some of the largest investment banks and hedge funds using it to build core trading and risk management systems. Updated for Python 3, the second edition of this hands-on book helps you get started with the language, guiding developers and quantitative analysts through Python libraries and tools for building financial applications and interactive financial analytics. Using practical examples throughout the book, author Yves Hilpisch also shows you how to develop a full-fledged framework for Monte Carlo simulation-based derivatives and risk analytics, based on a large, realistic case study. Much of the book uses interactive IPython Notebooks.

Listed Volatility and Variance Derivatives

Yves Hilpisch
Listed Volatility and Variance Derivatives Book PDF

Author : Yves Hilpisch
Publisher : John Wiley & Sons
Page : 368 pages
File Size : 54,9 Mb
Release : 2016-11-10
Category : Business & Economics
ISBN : 9781119167938

Get Book

Listed Volatility and Variance Derivatives by Yves Hilpisch Pdf

Leverage Python for expert-level volatility and variance derivative trading Listed Volatility and Variance Derivatives is a comprehensive treatment of all aspects of these increasingly popular derivatives products, and has the distinction of being both the first to cover European volatility and variance products provided by Eurex and the first to offer Python code for implementing comprehensive quantitative analyses of these financial products. For those who want to get started right away, the book is accompanied by a dedicated Web page and a Github repository that includes all the code from the book for easy replication and use, as well as a hosted version of all the code for immediate execution. Python is fast making inroads into financial modelling and derivatives analytics, and recent developments allow Python to be as fast as pure C++ or C while consisting generally of only 10% of the code lines associated with the compiled languages. This complete guide offers rare insight into the use of Python to undertake complex quantitative analyses of listed volatility and variance derivatives. Learn how to use Python for data and financial analysis, and reproduce stylised facts on volatility and variance markets Gain an understanding of the fundamental techniques of modelling volatility and variance and the model-free replication of variance Familiarise yourself with micro structure elements of the markets for listed volatility and variance derivatives Reproduce all results and graphics with IPython/Jupyter Notebooks and Python codes that accompany the book Listed Volatility and Variance Derivatives is the complete guide to Python-based quantitative analysis of these Eurex derivatives products.

Python for Finance

Yves Hilpisch
Python for Finance Book PDF

Author : Yves Hilpisch
Publisher : "O'Reilly Media, Inc."
Page : 989 pages
File Size : 50,8 Mb
Release : 2014-12-11
Category : Computers
ISBN : 9781491945384

Get Book

Python for Finance by Yves Hilpisch Pdf

The financial industry has adopted Python at a tremendous rate recently, with some of the largest investment banks and hedge funds using it to build core trading and risk management systems. This hands-on guide helps both developers and quantitative analysts get started with Python, and guides you through the most important aspects of using Python for quantitative finance. Using practical examples through the book, author Yves Hilpisch also shows you how to develop a full-fledged framework for Monte Carlo simulation-based derivatives and risk analytics, based on a large, realistic case study. Much of the book uses interactive IPython Notebooks, with topics that include: Fundamentals: Python data structures, NumPy array handling, time series analysis with pandas, visualization with matplotlib, high performance I/O operations with PyTables, date/time information handling, and selected best practices Financial topics: mathematical techniques with NumPy, SciPy and SymPy such as regression and optimization; stochastics for Monte Carlo simulation, Value-at-Risk, and Credit-Value-at-Risk calculations; statistics for normality tests, mean-variance portfolio optimization, principal component analysis (PCA), and Bayesian regression Special topics: performance Python for financial algorithms, such as vectorization and parallelization, integrating Python with Excel, and building financial applications based on Web technologies

Python for Algorithmic Trading

Yves Hilpisch
Python for Algorithmic Trading Book PDF

Author : Yves Hilpisch
Publisher : O'Reilly Media
Page : 380 pages
File Size : 46,8 Mb
Release : 2020-11-12
Category : Computers
ISBN : 9781492053323

Get Book

Python for Algorithmic Trading by Yves Hilpisch Pdf

Algorithmic trading, once the exclusive domain of institutional players, is now open to small organizations and individual traders using online platforms. The tool of choice for many traders today is Python and its ecosystem of powerful packages. In this practical book, author Yves Hilpisch shows students, academics, and practitioners how to use Python in the fascinating field of algorithmic trading. You'll learn several ways to apply Python to different aspects of algorithmic trading, such as backtesting trading strategies and interacting with online trading platforms. Some of the biggest buy- and sell-side institutions make heavy use of Python. By exploring options for systematically building and deploying automated algorithmic trading strategies, this book will help you level the playing field. Set up a proper Python environment for algorithmic trading Learn how to retrieve financial data from public and proprietary data sources Explore vectorization for financial analytics with NumPy and pandas Master vectorized backtesting of different algorithmic trading strategies Generate market predictions by using machine learning and deep learning Tackle real-time processing of streaming data with socket programming tools Implement automated algorithmic trading strategies with the OANDA and FXCM trading platforms

Artificial Intelligence in Finance

Yves Hilpisch
Artificial Intelligence in Finance Book PDF

Author : Yves Hilpisch
Publisher : "O'Reilly Media, Inc."
Page : 478 pages
File Size : 47,5 Mb
Release : 2020-10-14
Category : Business & Economics
ISBN : 9781492055389

Get Book

Artificial Intelligence in Finance by Yves Hilpisch Pdf

The widespread adoption of AI and machine learning is revolutionizing many industries today. Once these technologies are combined with the programmatic availability of historical and real-time financial data, the financial industry will also change fundamentally. With this practical book, you'll learn how to use AI and machine learning to discover statistical inefficiencies in financial markets and exploit them through algorithmic trading. Author Yves Hilpisch shows practitioners, students, and academics in both finance and data science practical ways to apply machine learning and deep learning algorithms to finance. Thanks to lots of self-contained Python examples, you'll be able to replicate all results and figures presented in the book. In five parts, this guide helps you: Learn central notions and algorithms from AI, including recent breakthroughs on the way to artificial general intelligence (AGI) and superintelligence (SI) Understand why data-driven finance, AI, and machine learning will have a lasting impact on financial theory and practice Apply neural networks and reinforcement learning to discover statistical inefficiencies in financial markets Identify and exploit economic inefficiencies through backtesting and algorithmic trading--the automated execution of trading strategies Understand how AI will influence the competitive dynamics in the financial industry and what the potential emergence of a financial singularity might bring about

Python for Data Analysis

Wes McKinney
Python for Data Analysis Book PDF

Author : Wes McKinney
Publisher : "O'Reilly Media, Inc."
Page : 676 pages
File Size : 52,6 Mb
Release : 2017-09-25
Category : Computers
ISBN : 9781491957615

Get Book

Python for Data Analysis by Wes McKinney Pdf

Get complete instructions for manipulating, processing, cleaning, and crunching datasets in Python. Updated for Python 3.6, the second edition of this hands-on guide is packed with practical case studies that show you how to solve a broad set of data analysis problems effectively. You’ll learn the latest versions of pandas, NumPy, IPython, and Jupyter in the process. Written by Wes McKinney, the creator of the Python pandas project, this book is a practical, modern introduction to data science tools in Python. It’s ideal for analysts new to Python and for Python programmers new to data science and scientific computing. Data files and related material are available on GitHub. Use the IPython shell and Jupyter notebook for exploratory computing Learn basic and advanced features in NumPy (Numerical Python) Get started with data analysis tools in the pandas library Use flexible tools to load, clean, transform, merge, and reshape data Create informative visualizations with matplotlib Apply the pandas groupby facility to slice, dice, and summarize datasets Analyze and manipulate regular and irregular time series data Learn how to solve real-world data analysis problems with thorough, detailed examples

Mastering Python for Finance

James Ma Weiming
Mastering Python for Finance Book PDF

Author : James Ma Weiming
Publisher : Packt Publishing Ltd
Page : 340 pages
File Size : 51,7 Mb
Release : 2015-04-29
Category : Computers
ISBN : 9781784397876

Get Book

Mastering Python for Finance by James Ma Weiming Pdf

If you are an undergraduate or graduate student, a beginner to algorithmic development and research, or a software developer in the financial industry who is interested in using Python for quantitative methods in finance, this is the book for you. It would be helpful to have a bit of familiarity with basic Python usage, but no prior experience is required.

Derivatives Analytics with Python

Yves J. Hilpisch
Derivatives Analytics with Python Book PDF

Author : Yves J. Hilpisch
Publisher : Unknown
Page : 128 pages
File Size : 48,6 Mb
Release : 2014
Category : Electronic
ISBN : OCLC:1137167148

Get Book

Derivatives Analytics with Python by Yves J. Hilpisch Pdf

"In this webcast you will learn how Python can be used for Derivatives Analytics and Financial Engineering. Dr. Yves J. Hilpisch will begin by covering the necessary background information, theoretical foundations and numerical tools to implement a market-based valuation of stock index options. The approach is a practical one in that all-important aspects are illustrated by a set of self-contained Python scripts.This webcast talk will cover: Financial Algorithm Implementation, Monte Carlo Valuation, Binomial Option Pricing, Performance Libraries, Dynamic Compiling, Parallel Code Execution, DX Analytics, Overview and Philosophy, Multi-Risk Derivatives Pricing, Global Valuation, Web Technologies for Derivative Analytics."--Resource description page.

Python for Finance Cookbook

Eryk Lewinson
Python for Finance Cookbook Book PDF

Author : Eryk Lewinson
Publisher : Packt Publishing Ltd
Page : 426 pages
File Size : 54,7 Mb
Release : 2020-01-31
Category : Computers
ISBN : 9781789617320

Get Book

Python for Finance Cookbook by Eryk Lewinson Pdf

Solve common and not-so-common financial problems using Python libraries such as NumPy, SciPy, and pandas Key FeaturesUse powerful Python libraries such as pandas, NumPy, and SciPy to analyze your financial dataExplore unique recipes for financial data analysis and processing with PythonEstimate popular financial models such as CAPM and GARCH using a problem-solution approachBook Description Python is one of the most popular programming languages used in the financial industry, with a huge set of accompanying libraries. In this book, you'll cover different ways of downloading financial data and preparing it for modeling. You'll calculate popular indicators used in technical analysis, such as Bollinger Bands, MACD, RSI, and backtest automatic trading strategies. Next, you'll cover time series analysis and models, such as exponential smoothing, ARIMA, and GARCH (including multivariate specifications), before exploring the popular CAPM and the Fama-French three-factor model. You'll then discover how to optimize asset allocation and use Monte Carlo simulations for tasks such as calculating the price of American options and estimating the Value at Risk (VaR). In later chapters, you'll work through an entire data science project in the financial domain. You'll also learn how to solve the credit card fraud and default problems using advanced classifiers such as random forest, XGBoost, LightGBM, and stacked models. You'll then be able to tune the hyperparameters of the models and handle class imbalance. Finally, you'll focus on learning how to use deep learning (PyTorch) for approaching financial tasks. By the end of this book, you’ll have learned how to effectively analyze financial data using a recipe-based approach. What you will learnDownload and preprocess financial data from different sourcesBacktest the performance of automatic trading strategies in a real-world settingEstimate financial econometrics models in Python and interpret their resultsUse Monte Carlo simulations for a variety of tasks such as derivatives valuation and risk assessmentImprove the performance of financial models with the latest Python librariesApply machine learning and deep learning techniques to solve different financial problemsUnderstand the different approaches used to model financial time series dataWho this book is for This book is for financial analysts, data analysts, and Python developers who want to learn how to implement a broad range of tasks in the finance domain. Data scientists looking to devise intelligent financial strategies to perform efficient financial analysis will also find this book useful. Working knowledge of the Python programming language is mandatory to grasp the concepts covered in the book effectively.

Machine Learning and Big Data with kdb+/q

Jan Novotny,Paul A. Bilokon,Aris Galiotos,Frederic Deleze
Machine Learning and Big Data with kdb q Book PDF

Author : Jan Novotny,Paul A. Bilokon,Aris Galiotos,Frederic Deleze
Publisher : John Wiley & Sons
Page : 640 pages
File Size : 49,8 Mb
Release : 2019-12-31
Category : Business & Economics
ISBN : 9781119404750

Get Book

Machine Learning and Big Data with kdb+/q by Jan Novotny,Paul A. Bilokon,Aris Galiotos,Frederic Deleze Pdf

Upgrade your programming language to more effectively handle high-frequency data Machine Learning and Big Data with KDB+/Q offers quants, programmers and algorithmic traders a practical entry into the powerful but non-intuitive kdb+ database and q programming language. Ideally designed to handle the speed and volume of high-frequency financial data at sell- and buy-side institutions, these tools have become the de facto standard; this book provides the foundational knowledge practitioners need to work effectively with this rapidly-evolving approach to analytical trading. The discussion follows the natural progression of working strategy development to allow hands-on learning in a familiar sphere, illustrating the contrast of efficiency and capability between the q language and other programming approaches. Rather than an all-encompassing “bible”-type reference, this book is designed with a focus on real-world practicality ­to help you quickly get up to speed and become productive with the language. Understand why kdb+/q is the ideal solution for high-frequency data Delve into “meat” of q programming to solve practical economic problems Perform everyday operations including basic regressions, cointegration, volatility estimation, modelling and more Learn advanced techniques from market impact and microstructure analyses to machine learning techniques including neural networks The kdb+ database and its underlying programming language q offer unprecedented speed and capability. As trading algorithms and financial models grow ever more complex against the markets they seek to predict, they encompass an ever-larger swath of data ­– more variables, more metrics, more responsiveness and altogether more “moving parts.” Traditional programming languages are increasingly failing to accommodate the growing speed and volume of data, and lack the necessary flexibility that cutting-edge financial modelling demands. Machine Learning and Big Data with KDB+/Q opens up the technology and flattens the learning curve to help you quickly adopt a more effective set of tools.

Mastering Python for Finance

James Ma Weiming
Mastering Python for Finance Book PDF

Author : James Ma Weiming
Publisher : Packt Publishing Ltd
Page : 414 pages
File Size : 51,6 Mb
Release : 2019-04-30
Category : Computers
ISBN : 9781789345278

Get Book

Mastering Python for Finance by James Ma Weiming Pdf

Take your financial skills to the next level by mastering cutting-edge mathematical and statistical financial applications Key FeaturesExplore advanced financial models used by the industry and ways of solving them using PythonBuild state-of-the-art infrastructure for modeling, visualization, trading, and moreEmpower your financial applications by applying machine learning and deep learningBook Description The second edition of Mastering Python for Finance will guide you through carrying out complex financial calculations practiced in the industry of finance by using next-generation methodologies. You will master the Python ecosystem by leveraging publicly available tools to successfully perform research studies and modeling, and learn to manage risks with the help of advanced examples. You will start by setting up your Jupyter notebook to implement the tasks throughout the book. You will learn to make efficient and powerful data-driven financial decisions using popular libraries such as TensorFlow, Keras, Numpy, SciPy, and sklearn. You will also learn how to build financial applications by mastering concepts such as stocks, options, interest rates and their derivatives, and risk analytics using computational methods. With these foundations, you will learn to apply statistical analysis to time series data, and understand how time series data is useful for implementing an event-driven backtesting system and for working with high-frequency data in building an algorithmic trading platform. Finally, you will explore machine learning and deep learning techniques that are applied in finance. By the end of this book, you will be able to apply Python to different paradigms in the financial industry and perform efficient data analysis. What you will learnSolve linear and nonlinear models representing various financial problemsPerform principal component analysis on the DOW index and its componentsAnalyze, predict, and forecast stationary and non-stationary time series processesCreate an event-driven backtesting tool and measure your strategiesBuild a high-frequency algorithmic trading platform with PythonReplicate the CBOT VIX index with SPX options for studying VIX-based strategiesPerform regression-based and classification-based machine learning tasks for predictionUse TensorFlow and Keras in deep learning neural network architectureWho this book is for If you are a financial or data analyst or a software developer in the financial industry who is interested in using advanced Python techniques for quantitative methods in finance, this is the book you need! You will also find this book useful if you want to extend the functionalities of your existing financial applications by using smart machine learning techniques. Prior experience in Python is required.

Machine Learning and Data Science Blueprints for Finance

Hariom Tatsat,Sahil Puri,Brad Lookabaugh
Machine Learning and Data Science Blueprints for Finance Book PDF

Author : Hariom Tatsat,Sahil Puri,Brad Lookabaugh
Publisher : "O'Reilly Media, Inc."
Page : 432 pages
File Size : 55,6 Mb
Release : 2020-10-01
Category : Computers
ISBN : 9781492073000

Get Book

Machine Learning and Data Science Blueprints for Finance by Hariom Tatsat,Sahil Puri,Brad Lookabaugh Pdf

Over the next few decades, machine learning and data science will transform the finance industry. With this practical book, analysts, traders, researchers, and developers will learn how to build machine learning algorithms crucial to the industry. You’ll examine ML concepts and over 20 case studies in supervised, unsupervised, and reinforcement learning, along with natural language processing (NLP). Ideal for professionals working at hedge funds, investment and retail banks, and fintech firms, this book also delves deep into portfolio management, algorithmic trading, derivative pricing, fraud detection, asset price prediction, sentiment analysis, and chatbot development. You’ll explore real-life problems faced by practitioners and learn scientifically sound solutions supported by code and examples. This book covers: Supervised learning regression-based models for trading strategies, derivative pricing, and portfolio management Supervised learning classification-based models for credit default risk prediction, fraud detection, and trading strategies Dimensionality reduction techniques with case studies in portfolio management, trading strategy, and yield curve construction Algorithms and clustering techniques for finding similar objects, with case studies in trading strategies and portfolio management Reinforcement learning models and techniques used for building trading strategies, derivatives hedging, and portfolio management NLP techniques using Python libraries such as NLTK and scikit-learn for transforming text into meaningful representations

Data Analytics in Football

Daniel Memmert,Dominik Raabe
Data Analytics in Football Book PDF

Author : Daniel Memmert,Dominik Raabe
Publisher : Taylor & Francis
Page : 212 pages
File Size : 45,5 Mb
Release : 2023-12-22
Category : Sports & Recreation
ISBN : 9781003817048

Get Book

Data Analytics in Football by Daniel Memmert,Dominik Raabe Pdf

Data Analytics in Football provides students, researchers, and coaches with a firm grounding in the principles of modern performance analysis. It offers an insight into the use of positional data, exploring how they can be collected, modeled, analyzed, and interpreted. Introducing cutting-edge methods, the book challenges long-held assumptions and encourages a new way of thinking about football analysis. The book seeks to define the role of positional data in football match analysis by exploring topics such as the following: What is positional data analysis, and how did it emerge from conventional match analysis? How can positional data be collected, and which technologies can be used? What key performance indicators based on positional data should be used? How can traditional match analysis be complemented by using positional data and advanced KPIs? How can these new methods evolve in the future? Based on data collected from active leagues and fully revised for the new second edition, the text now also examines data collection in relation to other sports, how a data-driven approach in decision-making is achieved by professional teams, the potential of the new methods of data collection, and how they could evolve in the future. Accessibly written, packed full of examples from elite football, and supplemented with expert interviews, Data Analytics in Football is a thought-provoking, rigorously evidence-based guide to the use of data analytics in football performance analysis. As such, it is a vital resource for any student, researcher, or coach interested in performance analysis and skill acquisition, or anyone interested in football more generally.