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Calculating the theta for American options is hard. It’s the "time decay" of an option's value. And it’s critical for traders to understand. The good news? We have QuantLib to...
The must-have machine learning technique for financial market data analysis: https://t.co/nmNaOeouUO
Backtesting options strategies is impossible. Why? • Millions of contracts • Weekly expirations • Assignment if ITM Not anymore. Now, you can backtest options strategies in a f...
I learned MATLAB and Octave (wtf?) during my master's degree. So I studied 12,556 Python code repos and taught myself Python. 99.99% of them were a complete waste of time. But t...
OpenAI. OpenBB. LangChain. Cutting-edge sentiment analysis using generative pre-trained transformers. All in a few lines of Python. Here's the code:
In 2011, I committed my first code to GitHub. Since then, I've curated the best Python code for quant finance on the internet. Here are the 9 best (bookmark this to keep it handy...
College completely failed to teach me data analysis. So over the last 12 years, I spent over 10,000 hours learning Python. Then, I picked the 13 best libraries for machine learni...
Build a cutting edge portfolio with machine learning (without the Ph.D.):
My PhD professors taught me MATLAB during my master's degree. So I watched 200 YouTube videos to learn Python 96% of them were a complete waste of time. But these 8 taught me mo...
Nobody taught me how to backtest a trading strategy. So I read all the books and blogs. Then, I distilled what I learned into a simple step-by-step guide. But unlike a 300-page...
How to do multi-factor interest rate analysis with Python, step-by-step (bookmark this one for later):
You can backtest a strategy with a Sharpe of 1.1 and a 502% return in about 15 lines of Python code. Here's how with VectorBT: https://t.co/gpoGBkJuw9