In financial analysis, we always infer the real mean return of stocks, or equity funds, based on the historical data of a couple years. This situation is in line with a core part of statistics - Statistical Inference - which we also base on sample data to infer the population of a targe...
The Hong Kong University of Science and Technology course "Python and Statistics for Financial Analysis" by Prof. Xuhu Wan on Coursera - gzyhkust/HKUST-Python_and_Statistics_for_Financial_Analysis
Python and Statistics for Financial Analysis 2 Week2的Quiz答案 留存学习 VaR方法提出的背景 传统的ALM(Asset-Liability Management,资产负债管理)过于依赖报表分析,缺乏时效性;利用方差及β系数来衡量风险太过于抽象,不直观,而且反映的只是市场(或资产)的波动幅度;而CAPM(资本资产定价模型)又无法揉合金融衍生品种。在...
量化书籍推荐:Statistics and Data Analysis for Financial Engineering 今天量化部分的主要内容为股票两种收益率(算数和对数收益率)的区别。 算数收益率 对数收益率 由下图可以看出,当x趋近于0时,log(1+x)无限趋近于x,因此对数收益率可以在计算时取代算数收益率,且其拥有较好的特性。 之后有关 log(Ex)和E(logx)...
This first volume is designed for advanced courses in financial statistics, investment analysis and portfolio management. It is also a comprehensive reference for active statistical finance scholars and business analysts who are looking to upgrade their toolkits. Readers can look to the second volume ...
● Index and Reindex Objects, Index Hierarchy (索引和索引命令对象,索引的层次结构) ● Select/Drop Entry(选择/删除条目) ● Data Alignment, Rank and Sort、Handling missing data (数据对齐、等级和排序,处理缺失数据 ) ● Summary Statistics(汇总统计) ...
Python wrapper for TA-Lib (http://ta-lib.org/).- 技术指标StatsModels: Statistics in Python —...
Python for Finance, the cover image of a Hispaniolan solenodon, and related trade dress are trademarks of O’Reilly Media, Inc. Many of the designations used by manufacturers and sellers to distinguish their products are claimed as trademarks. Where those designations appear in this book, and ...
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statistics- This is a built-in Python library for all basic statistical calculations Financial Instruments pyfin- Pyfin is a python library for performing basic options pricing in python vollib-vollibis a python library for calculating option prices, implied volatility and greeks using Black, Black-Sc...