You're reading from Python for Finance Cookbook - Second Edition

Product typeBook

Published inDec 2022

PublisherPackt

ISBN-139781803243191

Edition2nd Edition

Concepts

Financial Technology

Author (1)

Eryk Lewinson

Index

Symbols

3 Month T-bill

using, from FRED database 281, 282

13 Week T-bill

using 280, 281

absolute percent error (APE) 261

accuracy paradox 568

Adaptive Moment Estimation (Adam) 656

Adaptive Synthetic Sampling (ADSYN) 564

drawbacks 564

additive model 144

Akaike Information Criterion (AIC) 156, 190

allowable leverage 402-405

alpha 5, 377

Alpha Vantage

data, obtaining from 16-20

reference link 21

altair

reference link 69

American options

pricing, with Least Squares Monte Carlo 353-356

pricing, with QuantLib 357-361

analysis of variance (ANOVA) 610

anchored walk-forward validation 207

antithetic variates 346

ARCH effect 104

ARCH model 306

stock returns’ volatility, modeling with 306-311

area under the ROC curve (AUC) 512

ARIMA (Autoregressive Integrated Moving Average) 305

ARIMA class models

reference links 189

time series, modeling with 176...

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Author (1)

Eryk Lewinson

Eryk Lewinson received his master's degree in Quantitative Finance from Erasmus University Rotterdam. In his professional career, he has gained experience in the practical application of data science methods while working in risk management and data science departments of two "big 4" companies, a Dutch neo-broker and most recently the Netherlands' largest online retailer. Outside of work, he has written over a hundred articles about topics related to data science, which have been viewed more than 3 million times. In his free time, he enjoys playing video games, reading books, and traveling with his girlfriend.
Read more about Eryk Lewinson

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