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Where finance practitioners get started with Python for quant finance, algorithmic trading, and data analysis | Tweets & threads with free Python code & tools.
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The 6 classic options trading books everyone needs on their bookshelf: https://t.co/hXY1bahAr1
Not all risk is created equal. Upside volatility is a benefit. Downside volatility costs you money. The Sortino ratio captures the volatility of downside returns. Here’s how to...
My professors taught me MATLAB during my master's degree. So I studied 76,948 Python code repositories to teach myself Python. 99.9% of them were a complete waste of time. But t...
Non-professional traders need a way to measure risk. The problem? Most people don’t know where to start. Use Python to measure risk like the pros with CVaR: ↓
If you use it right, Twitter is the most powerful information platform in the world. Unfortunately, most people get lost in the noise. Here are 8 threads for Python and quant fin...
Options models are wrong. Implied volatility is not the same over the life of an option. Prove it with volatility surfaces. Here's how to do it in Python (step by step):
Two weeks ago, 84% of the world couldn't afford my cohort-based course. With inflation raging, now it's even worse. And I think that sucks. That's why I introduced Purchasing Po...
7 powerful machine learning techniques everyone should know (with links to Python code):
The inverted yield curve is a reliable predictor of a recession. And it’s inverted now. Use Python to visualize the yield curve over time: https://t.co/2s59mKPtMG
Jupyter Notebook is the most powerful tool Python developers have. But most people don’t know the hidden features. Need a quick web app? Or to create REST APIs? Here are the 6...
I love Python. But it's slow. So I built an options pricing library in C and call it from Python. Now I can trade like a professional (and you can too). Here's a dead-simple wa...
A short interview with a front office quant at Citadel: