Quant Finance with Python | Stock Market Modeling (easy)

Daniel Boctor · Beginner ·📊 Data Analytics & Business Intelligence ·5mo ago

Skills: BI Tools53%

About this lesson

The second video in a Python, NumPy, Pandas, and Matplotlib based based computational / quant finance series, spanning from stochastic modelling and portfolio insurance, to asset pricing , factor regressions, data visualization, and everything in-between. Source code - https://github.com/daniel-boctor/Daniel-Boctor-Youtube/blob/main/Finance201 0:00 - Overview 1:33 - Stochastic Modeling 3:49 - Background 4:56 - GBM Math Explanation 20:56 - GBM Python Implementation 29:10 - Arithmetic vs Geometric Digression 34:44 - GBM Python Implementation 54:06 - Overwrite vs Prepend Digression 01:03:30 - Final GBM Function 01:04:08 - Interactive Plotting 01:32:56 - Factor Regression Digression #programming #coding #finance #computationalfinance #riskandreturn #stocks #etf #software #engineering #softwareengineering #numpy #pandas #matplotlib #drawdowns #wealthindex #dataframe #computerscience #python #stockmarket #option #factors #asset #assetpricing #assetmanagement #datascience #quant #quantfinance #quantitativefinance #financepython #stochastic #stockspython

Original Description

The second video in a Python, NumPy, Pandas, and Matplotlib based based computational / quant finance series, spanning from stochastic modelling and portfolio insurance, to asset pricing , factor regressions, data visualization, and everything in-between. Source code - https://github.com/daniel-boctor/Daniel-Boctor-Youtube/blob/main/Finance201 0:00 - Overview 1:33 - Stochastic Modeling 3:49 - Background 4:56 - GBM Math Explanation 20:56 - GBM Python Implementation 29:10 - Arithmetic vs Geometric Digression 34:44 - GBM Python Implementation 54:06 - Overwrite vs Prepend Digression 01:03:30 - Final GBM Function 01:04:08 - Interactive Plotting 01:32:56 - Factor Regression Digression #programming #coding #finance #computationalfinance #riskandreturn #stocks #etf #software #engineering #softwareengineering #numpy #pandas #matplotlib #drawdowns #wealthindex #dataframe #computerscience #python #stockmarket #option #factors #asset #assetpricing #assetmanagement #datascience #quant #quantfinance #quantitativefinance #financepython #stochastic #stockspython

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Chapters (11)

Overview

1:33 Stochastic Modeling

3:49 Background

4:56 GBM Math Explanation

20:56 GBM Python Implementation

29:10 Arithmetic vs Geometric Digression

34:44 GBM Python Implementation

54:06 Overwrite vs Prepend Digression

1:03:30 Final GBM Function

1:04:08 Interactive Plotting

1:32:56 Factor Regression Digression

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