thesis-computational-artificial-market
Business-Valuation-with-Discounted-Cash-Flow-In-Python
| thesis-computational-artificial-market | Business-Valuation-with-Discounted-Cash-Flow-In-Python | |
|---|---|---|
| 2 | 2 | |
| 8 | 46 | |
| - | - | |
| 0.0 | 7.3 | |
| over 2 years ago | 7 months ago | |
| Jupyter Notebook | Jupyter Notebook | |
| MIT License | - |
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
thesis-computational-artificial-market
-
MSc Thesis (that a School of CS will acccept) Finance and Machine Learning ideas other than predicting stocks/portfolio selection
I wrote it with Julia. I made an initial prototype with Python but it got ugly and decided to try Julia which turned out to be fantastic. I published the code to Github if you want to see/use it yourself. You also find the link to the thesis there if you want to read it (forgive me the grammar errors and the incoherent language, I did not like writing the stuff).
-
Simulating the limit order book
Not sure if helpful but I did my master's thesis about how to build a computational artificial market (in Julia which is rather an easy language to read) and published the source code: https://github.com/Miksus/thesis-computational-artificial-market
Business-Valuation-with-Discounted-Cash-Flow-In-Python
-
DCF Model in Python with Monte Carlo Simulation
You can find the code with an example valuing Chipotle (CMG) on GitHub or this Colab File (They are both the same and identical).
-
Discounted Cash Flow Model in Python with Monte Carlo Simulation and Tutorial
GitHub
What are some alternatives?
QuantitaveFinanceExamplesPy - Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL UYARI - Yatırım tavsiyesi değildir).
DCF - Basic Discounted Cash Flow library written in Python. Automatically fetches relevant financial documents for chosen company and calculates DCF based on specified parameters.
TradeMaster - TradeMaster is an open-source platform for quantitative trading empowered by reinforcement learning :fire: :zap: :rainbow:
NSE-Stock-Scanner - National Stock Exchange (NSE), India based Stock screener program. Supports Live Data, Swing / Momentum Trading, Intraday Trading, Connect to online brokers as Zerodha Kite, Risk Management, Emotion Control, Screening, Strategies, Backtesting, Automatic Stock Downloading after closing, live free day trading data and much more
FinancePy - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Finding-Alpha-with-AI - A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI
dcf-basic - Basic DCF model to quickly value public companies.
Documentation - Source code and documentation for the valuation models of discountingcashflows.com
fecon235 - Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
blackjack - Blackjack Notebook (bjnb): Probabilistic analysis and simulation