• 投稿

最新Python中的定量金融和算法交易@Aditya Chauhan

4732
1
2019-10-19 19:01:14
82
30
547
22
https://www.youtube.com/watch?v=KNdQygpWmzs&list=PLvf_ZGHboMr-q3xroyLHuyGGRZ-0wN8uR&index=2 很新，很易懂，很好。油管号@Aditya Chauhan
金融
算法
金融工程
交易
投资学
量化交易
风投
python
账号已注销 发消息
视频选集
（14/67）
1 Introduction
01:23
2 Why to use Python
03:08
3 Financial models
03:04
4 Present value future value of money
05:11
5 Time value of money implementation
03:03
6 Stocks shares
05:11
7 Commodities
01:19
8 Currencies and the FOREX
03:57
9 Fundamental terms short and long
01:56
10 Bonds basics
03:10
11 Bond price and interest rate
03:15
12 Bond price and maturity
02:07
13 Bonds pricing implementation
04:30
14 The main idea - diverzification
05:18
15 Mathematical formulation
05:01
16 Expected return of the portfolio
05:29
17 Expected variance risk of the portfolio
04:55
18 Efficient frontier
05:34
19 Sharpe ratio
03:04
20 Capital allocation line
03:32
21 Modern Portfolio Theory implementation - getting data from Yahoo
06:09
22 Modern Portfolio Theory implementation - weights
08:58
23 Modern Portfolio Theory implementation - mean and variance
04:04
24 Modern Portfolio Theory implementation - Monte-Carlo simulation
05:53
25 Modern Portfolio Theory implementation - optimization
08:12
26 Systematic and unsystematic risk
02:07
27 Capital asset pricing model formula
03:50
28 The beta value
04:50
29 Capital asset pricing model and linear regression
02:41
30 Capital asset pricing model implementation I
04:08
31 Capital asset pricing model implementation II
05:18
32 Capital asset pricing model implementation III
03:47
33 Introduction to derivatives
01:47
34 Future contracts
02:53
35 Interest rate swaps
02:03
36 Options basics
02:34
37 Call option
04:55
38 Put option
02:46
39 American and european options
02:20
40 Types of analysis
05:22
41 Random behaviour of returns
04:33
42 Winer-process
05:13
43 Stochastic calculus introduction
04:22
44 Itos lemma in higher dimensions
05:06
45 Brownian-motion implementation
04:07
46 Black-Scholes model introduction - the portfolio
06:45
47 Black-Scholes model introduction - dynamic delta hedge
06:10
48 Black-Scholes model introduction - no arbitrage principle
04:38
49 Solution to Black-Scholes equation
04:07
50 The greeks
04:38
51 Black-Scholes model implementation I
05:41
52 Black-Scholes model implementation II - Monte-Carlo
09:58
53 How to make money with Black-Scholes model
01:58
54 Long Term Capital Management LTCM
06:04
55 What is Value at Risk
03:10
56 Value-at-Risk introduction
07:41
57 Value at risk implementation I
05:08
58 Value at risk implementation II - Monte-Carlo simulation
06:05
59 What is machine learning
06:09
60 Logistic regression introduction
03:28
61 Logistic regression implementation
10:22
62 K-nearest neighbor kNN classifier introduction
08:04
63 K-nearest neighbor kNN classifier implementation
03:53
64 Support vector machine SVM introduction
07:14
65 Support vector machine SVM implementation
03:40
66 Value investing
02:51
67 Efficient market hypothesis
02:20

5年才学会的交易秘密
Trader-杰瑞
2449 0

160笔连胜后，我发现人类根本不适合做交易
知行量化
6015 2

为什么说索罗斯跟别的资本家不一样？
二椅子冷知识
2.0万 27

期货大佬林存福：基本面讲座（5h超长版）
期海王富贵
2422 0

大道至简的均线斜率策略
简易量化交易
983 0

2027年3月，可能是你最后一次逃顶的机会
SAN-观
12.3万 65

交易高手如何识别假反转
Trader-杰瑞
2530 0

来看量化交易如何免费获取tick数据？量化软件QMT的tick数据需要购买，但是可以用Ptrade平替，来看Ptrade获取tick的方法
国金财经说
1014 0

期权核心之波动率
顿修投资
2431 1

永远不要被亏损，回撤所打败 #交易员 #股票 #短线交易 #股民交流
跟着老毛学交易_
4981 4

交易怕的是看不到希望
启航金水冷锋
824 0

交易第一性原理 | 交易思维
作手野冰
1.6万 8

顶部逆转交易解析：如何利用周期配合确认信号？
李柄增一跟势交易
1324 0

我删了 100 个复杂策略，留下了这个最能打的
量化研究D老师
5.1万 52

教子无方的潘石屹，卖楼套现300亿跑路赢麻了？
山哥认知圈
1.5万 8

学习不到2周，1天内7盈1损，学习是交易的最小成本。
K线课堂
3743 2

高盛爆买超8500万股，股价不足10元，存储芯片“独一份”
博众智投
4552 0

做交易要实现盈利，对我来说太简单了
职业交易员赵华岗
2166 0

波段交易技巧：交易中的舍与得，比技术更重要
李柄增一跟势交易
1918 0

使用一个策略挑战盈利5000U，今天没玩啊，祝大家情人节都得吃
老刘量化日记
1747 0
展开
UP动画剧场创作激励
客服
顶部
赛事库 课堂 2021拜年纪