Markowitz’s Efficient Frontier in Python [Part 1/2]

CAPM Analysis: Calculating stock Beta as a Regression with Python

Capital Asset Pricing Model (CAPM) is an extension of the Markowitz’s Modern Portfolio Theory. This model was developed by the independent works of William Sharpe, Jack Treynor, Jan Mossin, and John Lintner who built…

Efficient Frontier & Portfolio Optimization with Python [Part 2/2]

Setting up a Bollinger Band with Python

Quandl: Getting End of Day Stock Data with Python

An analysis as good as the data allows it to be. It is imperative that Quants get access to highly organized and quality databases. Over the course of this journey, we have only relied on Yahoo! Finance for all stock data needs. This post…

Time Series Aggregation Techniques with Python: A look at Major Cryptocurrencies

How To Deploy Tensorflow 2.0 Models As An API Service With FastAPI & Docker

Assessing the riskiness of a portfolio with Python

Hyperparameter Tuning Tensorflow 2 Models with Keras-Tuner

Generating deep learning model is highly…

Assessing Risks and Return with Probabilities of Events with Python