linuxster/compfinance

coursera compfinace course: Some R code translated to python

compfinance

coursera compfinace course: Some R code translated to python

Used technology: python, pandas, numpy, scipy, matplotlib

I run the code interactively on ubuntu linux using the interactive iPython shell

lab1.py:

• read the sbux prices into a DataFrame object
• subsetting operations
• plot price data
• simple 1-month returns
• continuously compounded 1-month returns
• plot the simple and cc returns in 2 rows
• plot the returns on the same graph
• calculate and plot growth of $1 invested in SBUX
• save all figures to png files

probReview.py:

• discrete distribution - pdf spikeplot + cdf
• standard normal dstribution
• plot density with shaded area showing Pr(-2 <= x <= 1)
• compute quantiles
• area under normal curve
• general normal distribution
• risk-return tradeoff
• log-normal distrbution
• Value-at-Risk return, wealth, and loss distributions

monthly-returns-4panel-view.py: Plot 4 panels on monthly Continuosly Compounded returns:

• histogram
• smoothed histogram
• boxplot
• QQ plot