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Turing Finance | April 12, 2024

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This category contains all articles which contain Python implementations of Quantitative Finance or Machine Learning algorithms

Hacking the Random Walk Hypothesis

September 15, 2015 | | 40 Comments
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Hackers would make great traders. At a meta level, hackers and traders do the same thing: they find and exploit the weaknesses of a system. The difference is that hackers hack computers, networks, and even people for various ... Read More

Random walks down Wall Street, Stochastic Processes in Python

April 7, 2015 | | 33 Comments

James Bond is not a quant, but many famous quantitative fund managers enjoy playing poker in their spare time. Stochastic processes can be used to model the odds of such games. This article discusses some of the popular ... Read More

Monte Carlo K-Means Clustering of Countries

February 9, 2015 | | 20 Comments

In the first part of this three-part series, What Drives Real GDP Growth?, I identified four themes which drive real GDP growth. These themes are based on 19 socioeconomic indicators whose average Spearman and Pearson correlations to real GDP growth were statistically ... Read More

Regression analysis using Python

June 7, 2014 | | 18 Comments

This tutorial covers regression analysis using the Python StatsModels package with Quandl integration. For motivational purposes, here is what we are working towards: a regression analysis program which receives multiple data-set names from, automatically downloads the data, analyses it, and plots the results ... Read More

Graph Theory for Systemic Risk Models

January 29, 2014 | | 5 Comments

The markets around the world are highly connected. The risk that the entire financial system crashes as a result of the failure of one or more entities is called systemic risk. The 2008 Financial Crisis demonstrated first hand ... Read More

Measures of Risk-adjusted Return

September 1, 2013 | | 18 Comments

This article is a supplement to some of the topics presented in Dr. Tucker Balch's online MOOC, Computational Investing. Financial markets are complex adaptive systems which are almost always indistinguishable from random processes. That said markets do exhibit quantifiable factors such ... Read More