Quantitative analytics notebooks

This is a repo with some python notebooks that I use to do quantitative analytics.

Name		Name	Last commit message	Last commit date
Latest commit History 205 Commits
.github		.github
AI_strat		AI_strat
analysis		analysis
backtesting		backtesting
basic		basic
benchmark		benchmark
combined_carry_trend		combined_carry_trend
hugging_face		hugging_face
optimization		optimization
options		options
reinforcement_learning		reinforcement_learning
strategies		strategies
.gitignore		.gitignore
3_easy_indicators.ipynb		3_easy_indicators.ipynb
3_simple_metrics.ipynb		3_simple_metrics.ipynb
Dockerfile		Dockerfile
Omega_ratio.ipynb		Omega_ratio.ipynb
SABR_volatility.ipynb		SABR_volatility.ipynb
ThetaTerminal.jar		ThetaTerminal.jar
alpha_factors.ipynb		alpha_factors.ipynb
american_option.ipynb		american_option.ipynb
beta_hedge.ipynb		beta_hedge.ipynb
black_litterman_model.ipynb		black_litterman_model.ipynb
calmar_ratio.ipynb		calmar_ratio.ipynb
chart_patterns.ipynb		chart_patterns.ipynb
cvar_tail_risk.ipynb		cvar_tail_risk.ipynb
docker-compose.yaml		docker-compose.yaml
docker_run.sh		docker_run.sh
drawdown.ipynb		drawdown.ipynb
exotic_options.ipynb		exotic_options.ipynb
fama_french_factor.ipynb		fama_french_factor.ipynb
garch.ipynb		garch.ipynb
geometric_brownian_motion.ipynb		geometric_brownian_motion.ipynb
hurst_exponent.ipynb		hurst_exponent.ipynb
ibkr_bot.ipynb		ibkr_bot.ipynb
implied_vol.ipynb		implied_vol.ipynb
inflation_return.ipynb		inflation_return.ipynb
info_coef.ipynb		info_coef.ipynb
information_ratio.ipynb		information_ratio.ipynb
kalman_filters.ipynb		kalman_filters.ipynb
kelly_criterion.ipynb		kelly_criterion.ipynb
kmeans_applied.ipynb		kmeans_applied.ipynb
market_data.sqlite		market_data.sqlite
mkr_data_analytics_tool.ipynb		mkr_data_analytics_tool.ipynb
mkt_filters.ipynb		mkt_filters.ipynb
option_straddles.ipynb		option_straddles.ipynb
pandas_vs_polars.ipynb		pandas_vs_polars.ipynb
parity_portfolio.ipynb		parity_portfolio.ipynb
pca_alpha.ipynb		pca_alpha.ipynb
portfolio_analysis.ipynb		portfolio_analysis.ipynb
portfolio_comp.ipynb		portfolio_comp.ipynb
quant_db.ipynb		quant_db.ipynb
ratio_capture.ipynb		ratio_capture.ipynb
readme.md		readme.md
rentec.ipynb		rentec.ipynb
req_docker.txt		req_docker.txt
requirements.txt		requirements.txt
risk_analysis_downside_deviation.ipynb		risk_analysis_downside_deviation.ipynb
risk_parity.ipynb		risk_parity.ipynb
rolling_stats.ipynb		rolling_stats.ipynb
sharp_ratio.ipynb		sharp_ratio.ipynb
sharpe_ratio_risk-adj.ipynb		sharpe_ratio_risk-adj.ipynb
simulate_stock_prices.ipynb		simulate_stock_prices.ipynb
sortino_ratio.ipynb		sortino_ratio.ipynb
strat_example.ipynb		strat_example.ipynb
stream_rt_option_data.ipynb		stream_rt_option_data.ipynb
tech_study.ipynb		tech_study.ipynb
time_series_decomp.ipynb		time_series_decomp.ipynb
trading_strat_ex.ipynb		trading_strat_ex.ipynb
treynor_ratio.ipynb		treynor_ratio.ipynb
treynor_usecases.ipynb		treynor_usecases.ipynb
ts_decomposition.ipynb		ts_decomposition.ipynb
value_at_risk.ipynb		value_at_risk.ipynb
vector_bt_forecast.ipynb		vector_bt_forecast.ipynb
vol_term_skew.ipynb		vol_term_skew.ipynb
volatility.ipynb		volatility.ipynb
volatility_cones.ipynb		volatility_cones.ipynb
walk_forward_backtest.ipynb		walk_forward_backtest.ipynb
yield_curve.ipynb		yield_curve.ipynb
zipline_nb.ipynb		zipline_nb.ipynb

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