Python cheat sheets about various subjects including Probability/Statistics, Algorithmics/Operations Research, and Finance.
DFS_BFS_DIJKSTRA :
- Different versions of DFS, BFS and DIJKSTRA algorithms with some examples
SORT :
- Different versions of sorting algorithms
CENTRAL_LIMIT_THEOREM :
- Experimental validation of the central limit theorem.
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.