yefengchun/python_finance

Computational Finance related Python Code

Python_Finance

This repository was orginally created to store python HW scripts for Georgia Institute of Technology Computational Finance I. However, wide distribution of these scripts violates anybody's honor code. Therefore, I initially refrained from uploading all of the code that I created for that course beyond HW assignment 1 or variants of that code and HW assignment 2. I have now uploaded all scripts related to the Georgia Tech Computational Finance I course to a private SVN and have deleted all scripts related to the Georgia Tech Computational Finance I course from GitHub. I have added additional python scripts for various other projects related to quantitative finance that don't compromise the Georgia Tech Computational Finance I course.

I will also be adding python scripts for the Michael Halls-Moore's excellent Quantitative Finance tutorials at quantstart.com. Please note that all of the quantstart tutorial code has been run in Python 2.7.5+. To run the mean_reversion_tutorial.py you must install patsy and statsmodels from the terminal command line (sudo pip install patsy and sudo pip install statsmodels).