Python Quantitative Finance Research

Python based Quant Finance Models, Tools and Algorithmic Application and Decision Making

A repository of Python based code for:

• Creating econometric market models and hypotheses
  • modelling, testing and analysing market hypotheses
    • identifying risk weighted market opportunities
      • identifying and applying statistically robust strategies
        • backtesting trading strategies and performance analytics
          • portfolio allocation and optimisation
            • applying risk and performance management metrics