/Quant-FinAnalysis

Repo containing Jupyter Notebooks for Financial Analysis

Quant-FinAnalysis

Repo containing Jupyter Notebooks for Financial Analysis

The repo makes use of the following tools:

  1. Python Fundamentals:

    • Basic syntax, data types, variables, and control structures.
    • Functions, modules, and packages.
    • File handling and input/output operations.
    • Exception handling.
  2. NumPy: NumPy is a fundamental library for scientific computing in Python. It provides support for efficient numerical operations and multidimensional arrays, which are essential for quantitative analysis.

    • Array manipulation and indexing.
    • Mathematical operations and functions.
    • Linear algebra operations.
    • Statistical analysis and random number generation.
  3. Pandas: Pandas is a powerful library for data manipulation and analysis. It provides data structures like DataFrames, which are widely used in quantitative finance.

    • Data ingestion and cleaning.
    • Data indexing, selection, and filtering.
    • Data aggregation and grouping.
    • Time series analysis.
    • Merging, joining, and reshaping data.
  4. Matplotlib and Seaborn: These libraries are used for data visualization in Python.

    • Basic plotting with Matplotlib.
    • Customizing plots and adding annotations.
    • Creating line plots, scatter plots, histograms, bar plots, etc.
    • Statistical visualization with Seaborn.
  5. Scipy: Scipy is a library for scientific and technical computing. It provides a wide range of functions for optimization, interpolation, signal processing, and more.

    • Numerical integration and differentiation.
    • Optimization techniques.
    • Interpolation and curve fitting.
    • Signal processing and filtering.
  6. Statsmodels: Statsmodels is a library focused on statistical modeling and econometrics. It provides various statistical models and functions for quantitative analysis.

    • Regression analysis.
    • Time series analysis.
    • Hypothesis testing.
    • Panel data analysis.
  7. QuantLib: QuantLib is a powerful open-source library for quantitative finance. It provides functions and models for pricing derivatives, interest rate modeling, risk management, and more.

    • Pricing options and derivatives.
    • Interest rate modeling and yield curve construction.
    • Monte Carlo simulation.
    • Risk management and VaR calculations.
  8. Machine Learning Libraries: Familiarize yourself with machine learning libraries such as scikit-learn and TensorFlow. Machine learning techniques can be applied in areas like predictive modeling, algorithmic trading, and risk assessment.

  9. Financial Data APIs: Understand how to retrieve financial data using APIs like AlphaVantage, Yahoo Finance, or Quandl. Learn techniques for data preprocessing and handling time series data.

  10. Algorithmic Trading: Gain knowledge of algorithmic trading concepts and tools, including backtesting frameworks like Zipline or Backtrader, and execution platforms like Interactive Brokers API or Alpaca.

  11. Database Connectivity: Learn how to interact with databases like SQL or NoSQL systems to retrieve, store, and analyze financial data efficiently.

  12. Parallel Computing and Distributed Systems: Gain expertise in leveraging parallel computing techniques and distributed systems to accelerate complex computations, such as Monte Carlo simulations or large-scale data processing.