Python and Statistics for Financial Analysis

Hong Kong University of Science and Technology - Python and Statistics for Financial Analysis.

Course:

Week 1

Week 2

Week 3

Week 4

Using python:

Import, pre-process, save and visualize financial data into pandas Dataframe
Manipulate the existing financial data by generating new variables using multiple columns
Recall and apply the important statistical concepts (random variable, frequency, distribution, population and sample, confidence interval, linear regression, etc. ) into financial contexts
Build a trading model using multiple linear regression model
Evaluate the performance of the trading model using different investment indicators

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Name		Name	Last commit message	Last commit date
Latest commit History 29 Commits
data		data
README.md		README.md
week 1a - Dataframe.ipynb		week 1a - Dataframe.ipynb
week 1b - New features and columns.ipynb		week 1b - New features and columns.ipynb
week 1c - Build a simple trading strategy.ipynb		week 1c - Build a simple trading strategy.ipynb
week 2a - Outcomes and Random Variables.ipynb		week 2a - Outcomes and Random Variables.ipynb
week 2b - Frequency and Distribution.ipynb		week 2b - Frequency and Distribution.ipynb
week 2c - Models of Stock Return.ipynb		week 2c - Models of Stock Return.ipynb
week 3a - Population and Sample.ipynb		week 3a - Population and Sample.ipynb
week 3b - Variation of Sample.ipynb		week 3b - Variation of Sample.ipynb
week 3c - Confidence Interval.ipynb		week 3c - Confidence Interval.ipynb
week 3d - Hypothesis Testing.ipynb		week 3d - Hypothesis Testing.ipynb
week 4a - Association Between Two Random Variables.ipynb		week 4a - Association Between Two Random Variables.ipynb
week 4b - Simple Linear Regression Model.ipynb		week 4b - Simple Linear Regression Model.ipynb
week 4c - Diagnostic of Models.ipynb		week 4c - Diagnostic of Models.ipynb
week 4d - Multiple Linear Regression Model.ipynb		week 4d - Multiple Linear Regression Model.ipynb
week 4e - Evaluating Strategy Built from Regression Model.ipynb		week 4e - Evaluating Strategy Built from Regression Model.ipynb