Packt+ | Advance your knowledge in tech

0

All Products

Best Sellers

New Releases

Books

Videos

Audiobooks

Free Learning

Python for Finance

You're reading from Python for Finance Apply powerful finance models and quantitative analysis with Python

Product type Paperback

Published in Jun 2017

Publisher

ISBN-13 9781787125698

Length 586 pages

Edition 2nd Edition

Languages

Python

Tools

Matplotlib

Concepts

Data Analysis

Table of Contents (23) Chapters

Python for Finance Second Edition

Credits

About the Author

About the Reviewers

www.PacktPub.com

Customer Feedback

Preface

1. Python Basics FREE CHAPTER

2. Introduction to Python Modules

3. Time Value of Money

4. Sources of Data

Diving into deeper concepts

5. Bond and Stock Valuation

6. Capital Asset Pricing Model

7. Multifactor Models and Performance Measures

8. Time-Series Analysis

9. Portfolio Theory

10. Options and Futures

11. Value at Risk

12. Monte Carlo Simulation

13. Credit Risk Analysis

14. Exotic Options

15. Volatility, Implied Volatility, ARCH, and GARCH

Index

Exercises

What are the differences between the CAPM and Fama-French 3three-factor models?
What are the meanings of SMB and HML in the Fama-French three-factor model?
What is the meaning of MOM in the Fama-French-Carhart four-factor model?
What are the meanings of RMW and CMA in the Fama-French five-factor model?
What is the difference between R2 and adjusted R2 when running multifactor models?
How many OLS functions we could use? Please offer at least two functions from different Python modules.
Which module contains the function called rolling_kurt? How can you use the function?
Based on daily data downloaded from Yahoo! Finance, find the results for IBM based on the last 5 years by running both the CAPM and Fama-French three-factor models. Which model is better?
What is the momentum factor? How do you run a Fama-French-Carhart four-factor model? Please use a few tickers as an illustration.
What is the definition of the Fama-French 5 factor model? How do you run it for Citi Group? The ticker of...

The rest of the chapter is locked

Register for a free Packt account to unlock a world of extra content!

A free Packt account unlocks extra newsletters, articles, discounted offers, and much more. Start advancing your knowledge today.

Unlock this book and the full library FREE for 7 days

Get unlimited access to 7000+ expert-authored eBooks and videos courses covering every tech area you can think of

Start free trial

Renews at $15.99/month. Cancel anytime

Other recommended products

Related to this chapter

Hands-On Data Science with Anaconda

Hands-On Data Science with Anaconda

Hands-On Data Science with Anaconda gets you started with Anaconda and demonstrates how you can use it to perform data science operations in the real world. You will learn different ways to retrieve data from various sources and different visualization tools packages available in Python, R, and Julia.

May 2018 12h 8m

Mastering Python for Finance

Mastering Python for Finance

This book enables you to develop financial applications by harnessing Python's strengths in data visualization, interactive analytics, and scientific computing. You will be using popular libraries such as TensorFlow, Keras, scikit-learn, and so on to extend the functionalities of your financial applications by using smart machine learning techniques.

Apr 2019 14h 12m

Learning Quantitative Finance with R

Learning Quantitative Finance with R

This book covers applications of quantitative finance in R. It starts with the basics of quantitative finance and goes to complexity at the end of the book along with a varying degree of R complexity. This will guide you to implement different trading strategies for various financial instruments using basic to complex techniques along with its optimization and keeping the risk of financial instruments in check.

Mar 2017 9h 28m

Python for Finance Cookbook

Python for Finance Cookbook

Python is becoming the number one language for data science and also quantitative finance. This book provides you with solutions to common tasks from the intersection of quantitative finance and data science, using modern Python libraries.

Jan 2020 14h 24m

Hands-On Python for Finance

Hands-On Python for Finance

With this book, you will learn and implement various Quantitative Finance concepts using popular Python libraries like Numpy, pandas, Keras and more. We provide techniques to apply statistical methods used for data preprocessing and predict some of the best real-world case scenarios like stock prediction, sales prediction and many examples as such.

Mar 2019 12h 36m

Hands-On Financial Modeling with Microsoft Excel 2019

Hands-On Financial Modeling with Microsoft Excel 2019

This book aims to provide a gateway to financial modeling through easy to follow examples in Excel 2019. It will explore the process of modeling starting from a thorough understanding of the project to gathering historical information and arriving at assumptions. Good modeling practices are emphasized and demonstrated throughout the book.

Jul 2019 9h 44m

Hands-On Financial Trading with Python

Hands-On Financial Trading with Python

This book focuses on key Python analytics and algorithmic trading libraries used for backtesting. With the help of practical examples, you will learn the principle aspects of trading strategy development. The 14 profitable strategies included in the book will also help you build intuitions that will enable you to create your own strategy.

Apr 2021 12h 0m

Machine Learning for Algorithmic Trading

Machine Learning for Algorithmic Trading

This thoroughly revised and expanded second edition demonstrates on over 800 pages how machine learning can add value to algorithmic trading in a practical yet comprehensive way. It has four parts that cover how to work with a diverse set of market, fundamental, and alternative data sources, design ML solutions for real-world trading challenges, and manage the strategy development process from idea to backtesting and evaluation.

Jul 2020 27h 20m

Personalised recommendations for you

Based on your interests and search pattern

Mathematics of Machine Learning

Mathematics of Machine Learning

Deepen your theoretical knowledge and enhance your ability to solve complex machine learning problems with structured guidance. Gain the confidence to engage with advanced ML literature and tailor algorithms to meet your project requirements.

May 2025 24h 20m

Generative AI with Python and PyTorch

Generative AI with Python and PyTorch

Learn how to create images and text using VAEs, GANs, LSTMs, and transformers. Implement applications in natural language processing and computer vision through practical tutorials.

Mar 2025 15h 0m

Practical Generative AI with ChatGPT

Practical Generative AI with ChatGPT

This book helps you unlock ChatGPT's potential to make your working life better. From prompt engineering to creating custom GPTs, you'll enhance your productivity, creativity, and efficiency with practical insights and advanced techniques.

Apr 2025 12h 52m

Generative AI with LangChain

Generative AI with LangChain

Gain a solid foundation in LangChain, agentic AI, and LangGraph, and learn to build production-ready systems with multi-agent architectures, advanced RAG pipelines, Tree of Thought reasoning, agent handoffs, and fine-grained error handling.

May 2025 15h 52m

Architecting Power BI Solutions in Microsoft Fabric

Architecting Power BI Solutions in Microsoft Fabric

Power BI provides several options to solve common data problems, and designing the correct solution for each scenario can be a daunting task. This book makes it easier by guiding you through designing optimal solutions using Power BI.

Apr 2025 14h 16m

Microsoft Identity and Access Administrator SC-300 Exam Guide

Microsoft Identity and Access Administrator SC-300 Exam Guide

This comprehensive guide covers key topics such as Microsoft Entra ID implementation, authentication and access management, external user management, and hybrid identity solutions, providing practical insights and techniques for SC-300 exam success.

Mar 2025 19h 48m

LLM Design Patterns

LLM Design Patterns

This book helps you gain practical skills to develop and deploy LLMs. You'll learn data prep, training, pruning, quantization, and evaluation, as well as explore RAG, advanced prompting, and optimization to build robust, scalable language models.

May 2025 17h 48m

Tableau Cookbook for Experienced Professionals

Tableau Cookbook for Experienced Professionals

Advance your Tableau knowledge beyond the basics, streamline dashboard performance, tackle advanced geospatial challenges, and unlock API potential while fortifying your corporate data infrastructure with proven best practices.

Apr 2025 12h 24m

Time Series Analysis with Spark

Time Series Analysis with Spark

This book offers a complete guide to time series analysis with Apache Spark and Databricks, covering essential concepts and advanced techniques including Generative AI to equip readers with skills for real-world challenges across industries.

Mar 2025 9h 56m

Hands-On Artificial Intelligence for IoT

Hands-On Artificial Intelligence for IoT

Transform IoT systems with the power of artificial intelligence using this hands-on guide. Dive into practical techniques and expert insights to innovate and optimize your IoT devices, making them smarter and more efficient.

May 2025 15h 44m