Book Image

Python for Finance

By : Yuxing Yan
Book Image

Python for Finance

By: Yuxing Yan

Overview of this book

A hands-on guide with easy-to-follow examples to help you learn about option theory, quantitative finance, financial modeling, and time series using Python. Python for Finance is perfect for graduate students, practitioners, and application developers who wish to learn how to utilize Python to handle their financial needs. Basic knowledge of Python will be helpful but knowledge of programming is necessary.
Table of Contents (14 chapters)
13
Index

Open data sources

Since this chapter explores the statistical properties of time series, we need certain data. It is a great idea to employ publicly available economic, financial, and accounting data since every reader can download these time series with no cost. The free data sources are summarized in the following table:

Name

Web page

Yahoo! Finance

http://finance.yahoo.com

Current and historical pricing, BS, IS, and so on

Google Finance

http://www.google.com/finance

Current and historical trading prices

Federal Reserve Bank Data Library

http://www.federalreserve.gov/releases/h15/data.htm

Interest rates, rates for AAA, AA rated bonds, and so on

Financial statements

Russell indices

http://www.russell.com

Russell indices

Prof. French's Data Library

http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html

Fama-French factors, market index, risk-free rate, and industry classification

Census Bureau

http://www.census.gov/

http://www.census.gov/compendia...