Time-Series-and-Financial-Engineering-With-Python

A series of lessons on time series analysis with Python (by weijie-chen)

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  • Python for Econometrics for Practitioners [Free Online Courses]
    5 projects | /r/CompSocial | 24 Aug 2023
    Time Series, Financial Engineering and Algorithmic Trading with Python: This is a compound training sessions of time series analysis, financial engineering and algorithmic trading, the Part I covers basic time series concepts such as ARIMA, GARCH ans (S)VAR, also cover more advanced theory such as State Space Model and Hidden Markov Chain. The Part II covers the basics of financial engineering such bond valueation, portfolio optimization, Black-Scholes model and various stochatic process models. The Part III will demonstrate the practicalities, e.g. algorithmic trading. The training will try to explain the mathematical mechanism behind each theory, rather than forcing you to memorize a bunch of black box operations.

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weijie-chen/Time-Series-and-Financial-Engineering-With-Python is an open source project licensed under MIT License which is an OSI approved license.

The primary programming language of Time-Series-and-Financial-Engineering-With-Python is Jupyter Notebook.


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