Getting Started: Quantitative Finance with Python

Author

Vincent D.

Tracking Error of QQQ vs SPY: A Practical Guide with Python
In the world of finance and investing, understanding how closely an investment tracks its benchmark index is crucial for evaluating performance and risk. This concept is…
Vincent D.
Aug 18, 2024

Correlation of returns: why it matters, and how to analyse it with Python
Understanding the correlation of returns between different asset classes is a key concept in finance and investment. For instance, analysing the correlation between QQQ…
Vincent D.
Aug 13, 2024

Maximum Drawdown: A Practical Approach with Python
Maximum Drawdown (MDD) is a critical risk metric for investors. It quantifies the largest peak-to-trough decline in an investment’s value over a specified period, providing…
Vincent D.
Aug 4, 2024

Sharpe Ratio: A Must-Know for Every Investor
As a financial engineer with over 20 years of experience, I understand just how crucial the Sharpe Ratio is for evaluating investments. This essential metric provides a way…
Vincent D.
Aug 4, 2024

Understanding Historical Volatility
If you’re a budding financial engineer, investor, or market enthusiast, understanding historical volatility is crucial. Historical volatility, by referencing past price…
Vincent D.
Aug 3, 2024

Portfolio Optimisation with Python
Thanks for popping by; please note that this article is still in construction.
Vincent D.
May 1, 2024

Setting up a Python Development Workstation (Windows)
In this article we set up our Windows workstation and install all the relevant tools to be efficient in coding in Python.
Vincent D.
Feb 22, 2024

Setting up a Python Development Workstation (MacOs)
In this article, we start our journey into Finance and Python coding. Let’s set up our MacOs Workstation and install a few key tools to code efficiently.
Vincent D.
Feb 20, 2024

Getting and charting data with Matplotlib
In this article, we start our data analysis journey with Python by getting and charting data, in this case the performance of an ETF using freely available data.
Vincent D.
Jan 25, 2024

Visualising Historical Data
“A quick introduction on how to gather data using Python, Pandas and Pandas_DataReader in order to easily gather historical times from Yahoo Finance.”
Vincent D.
Mar 3, 2023
No matching items