Picking Stocks with a Quantitative Momentum Strategy in Python
A simple yet useful method to optimize the process of choosing stocks Source
Quantitative
Quantra — a Python coding platform to learn quantitative finance
It’s a platform that helps potential students with their journey of learning about quantitative finance with Python. Source
Trafalgar, the python library that breaks the game of quantitative and portfolio analysis
Trafalgar is a python library to make the development of portfolio analysis faster and easier. Source
Trafalgar : a python library to make quantitative finance and portfolio analysis faster and easier
This library has for goal to make it simpler, faster, and easier to analyze stocks and portfolios in only a few lines of code instead of taking hours to learn mathematical concepts behind these tools ...
Quantitative Developers: The Programmers of Wall Street
These special developers make an average of $154,211 a year Source
Monte Carlo Pricing in Python
A guide to the notion of securities pricing with code The majority of the time in undergraduate quantitative finance coursework is spent on pricing different securities. Initially, there is a heavy emphasis on the time ...
A step-by-step guide to test alpha performance of a quant algorithmic trading model
How to Build Quant Algorithmic Trading Model in Python Source
How to Generate Trading Strategies Automatically
Building a Quantitative Analysis Tool for Researchers & Neural Networks Source
Deep Learning and Momentum Investing
Discover how to apply deep learning models to financial data in a disciplined and interpretable way In this post I provide an overview of my new working paper on deep learning and momentum in U.S. ...
AI in Finance: how to finally start to believe your backtests [1/3]
On the dangers of walk-forward backtesting, how to measure them and not feel right, but to be right Source