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  • Book Overview & Buying Mastering Pandas for Finance
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Mastering Pandas for Finance

Mastering Pandas for Finance

By : Michael Heydt
3.7 (6)
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Mastering Pandas for Finance

Mastering Pandas for Finance

3.7 (6)
By: Michael Heydt
Buy this Book

Overview of this book

If you are interested in quantitative finance, financial modeling, and trading, or simply want to learn how Python and pandas can be applied to finance, then this book is ideal for you. Some knowledge of Python and pandas is assumed. Interest in financial concepts is helpful, but no prior knowledge is expected.
Table of Contents (11 chapters)
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Preface
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Preface
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What this book covers
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What you need for this book
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Who this book is for
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Conventions
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Reader feedback
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Customer support
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1
1. Getting Started with pandas Using Wakari.io
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1. Getting Started with pandas Using Wakari.io
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What is Wakari?
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Creating a Wakari cloud account
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Installing the samples in Wakari
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Summary
2
2. Introducing the Series and DataFrame
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2. Introducing the Series and DataFrame
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Notebook setup
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The main pandas data structures – Series and DataFrame
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The basics of the Series and DataFrame objects
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Reindexing the Series and DataFrame objects
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Summary
3
3. Reshaping, Reorganizing, and Aggregating
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3. Reshaping, Reorganizing, and Aggregating
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Notebook setup
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Loading historical stock data
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Reorganizing and reshaping data
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Grouping and aggregating
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Summary
4
4. Time-series
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4. Time-series
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Notebook setup
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Time-series data and the DatetimeIndex
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Creating time-series with specific frequencies
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Representing intervals of time using periods
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Shifting and lagging time-series data
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Frequency conversion of time-series data
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Resampling of time-series
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Summary
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5. Time-series Stock Data
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5. Time-series Stock Data
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Notebook setup
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Obtaining historical stock and index data
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Visualizing financial time-series data
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Fundamental financial calculations
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Moving windows
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Volatility calculation
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Comparing stocks to the S&P 500
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Summary
6
6. Trading Using Google Trends
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6. Trading Using Google Trends
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Notebook setup
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A brief on Quantifying Trading Behavior in Financial Markets Using Google Trends
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Data collection
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Generating order signals
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Computing returns
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Cumulative returns and the result of the strategy
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Summary
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7. Algorithmic Trading
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7. Algorithmic Trading
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Notebook setup
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The process of algorithmic trading
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Moving averages
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Technical analysis techniques
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Algo trading with Zipline
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Summary
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8. Working with Options
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8. Working with Options
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Introducing options
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Notebook setup
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Calculating payoff on options
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Profit and loss calculation
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The pricing of options
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Summary
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9. Portfolios and Risk
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9. Portfolios and Risk
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Notebook setup
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An overview of modern portfolio theory
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Modeling a portfolio with pandas
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Constructing an efficient portfolio
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Constructing an optimal portfolio
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Visualizing the efficient frontier
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Value at Risk
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Summary
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Index
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Index

Summary

In this chapter, we took an adventure into learning the fundamentals of algorithmic trading using pandas and Zipline. We started with a little theory to set a framework for understanding how the algorithms would be implemented. From there, we implemented three different trading algorithms using Zipline and dived into the decisions made and their impact on the portfolios as the transactions were executed. Finally, we established a fundamental knowledge of how to simulate markets and make automated trading decisions.

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Tech Concepts
36
Programming languages
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Mastering Pandas for Finance
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