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Python for Finance Cookbook - Second Edition
book

Python for Finance Cookbook - Second Edition

by Eryk Lewinson
December 2022
Beginner to intermediate
740 pages
18h 11m
English
Packt Publishing
Content preview from Python for Finance Cookbook - Second Edition

Index

Symbols

3 Month T-bill

using, from FRED database 281, 282

13 Week T-bill

using 280, 281

A

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 ...

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Publisher Resources

ISBN: 9781803243191