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Cheat_sheets

Python cheat sheets about various subjects including Probability/Statistics, Algorithmics/Operations Research, and Finance.

Algorithmics and OR :

DFS_BFS_DIJKSTRA :

  • Different versions of DFS, BFS and DIJKSTRA algorithms with some examples

SORT :

  • Different versions of sorting algorithms

Probability/Statistics :

CENTRAL_LIMIT_THEOREM :

  • Experimental validation of the central limit theorem.

Finance :

Heston_Option_Pricing :

  • Implementation of the Heston model using monte-carlo simulations. Plots of the price distributions and volatility smiles. Comparison with Black-Scholes model.

ENS_QRT22_FG :

  • ENS QRT 2022 DATA CHALLENGE : prediction of stock returns using Stiefel matrices

BlackScholes :

  • BlackScholes option pricing and structured products builder. Implied volatility own implementation. Comparison between analytical and monte-carlo computation. Option pricing application on real data.

MA_CrossOver :

  • Simple Moving Average (SMA) et Exponential Moving Average (EMA) Cross Over strategy implementation with backtesting on real data.

NB : Some of the finance notebooks are inspired by examples shared by Tribhuvan Bisen on Linkedin.