isabelayepes / financial_engineering

For reference whilst completing the course Financial Engineering and Artificial Intelligence with Python from the Lazy Programmer

financial_engineering

This repo includes the files I used for the Financial Engineering and Artificial Intelligence in Python course from Lazy Programmer.

Introduction and Basics

• Warmup.ipynb: notebook with basic warmup exercises
• financial_basics_getdata.ipynb: collect needed data for this course
• financial_basics_understanding.ipynb: basic manipulations of stock data
• adjusted_close.ipynb: review of close vs adjusted close prices
• fin_data_stats.ipynb: main notebook for section 2 on financial data statistics
• alpha_and_beta.ipynb: how to calculate alpha and beta in a simple model

Time Series Analysis

• SimpleMovingAverage.ipynb: how to calculate simple moving averages using a rolling window
• ewma_holtwinters.ipynb: how to use EWMA and Holt-Winters models
• arima.ipynb: how to use ARIMA models
• stationarity.ipynb: how to run tests for stationarity of a time series