Topic: pythonforfinance Goto Github
Some thing interesting about pythonforfinance
Some thing interesting about pythonforfinance
pythonforfinance,A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will include a full-fledged integration and utilization of Quantopian, GS-Quant, WRDS API and their relevant datasets and analytics.
User: conquerv0
Home Page: https://conquerv0.github.io/Pynaissance/
pythonforfinance,Find your trading, investing edge using the most advanced web app for technical and fundamental research combined with real time sentiment analysis.
User: devfinwiz
Home Page: https://shorturl.at/hjzFW
pythonforfinance,In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-series data, I had tested the Moving Average(MA) cross-over strategy and Relative Strength Index (RSI) strategy with a stop loss at a price that closes 2% or more below 10-day MA. I had plotted the equity curve with drawdowns and P&L, as well as volume, relative strength index (RSI), stock pricing chart and simple moving averages.
User: sharmavidhiharesh
pythonforfinance,The concentration of five tech giants, namely Facebook, Amazon, Microsoft, Apple and Google in the S&P500 have increased significantly. It is a common view on the street that the concentration level has surpassed that during the Dot-com bubble in 1999. Thus, extracting the time series data set for cumulative stock price of the above tech stocks and S&P500, we would compute and plot the cumulative daily returns on tech stocks that are driving the raging market, as well as the S&P500. Then, we would compute the breadth between the major tech stocks and S&P500.
User: sharmavidhiharesh
pythonforfinance,Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation from normality with Python. Using different models, I had computed non-parametric VaR, Parametric Gaussian Model VaR and Cornish-Fisher VaR, as well as plotted the VaR of all hedge fund indices.
User: sharmavidhiharesh
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