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]

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

Assessing the riskiness of a portfolio with Python

Assessing Risks and Return with Probabilities of Events with Python

Calculating Expected Rates of Returns for a Portfolio of stocks with Python

How to scrape information of S&P 500 listed companies with Python

Calculating Rates of Return of Single Financial Securities with Python

Now that you have a fair idea of the Python programming language syntax and number crunching libraries, we shall take a look at one of the core concepts in the world of investment (and Finance in general)…