# Python_QuantFinance_Research

**Repository Path**: jsyzc/Python_QuantFinance_Research

## Basic Information

- **Project Name**: Python_QuantFinance_Research
- **Description**: Python based Quant Finance Models, Tools and Algorithmic Decision Making
- **Primary Language**: Unknown
- **License**: MIT
- **Default Branch**: master
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 0
- **Forks**: 0
- **Created**: 2020-05-04
- **Last Updated**: 2020-12-19

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

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  
                  
  
  Portfolio Allocation - Get yahoo data, sort, analyse and allocate portfolio by quadratic optimisation.
  
  Portfolio Optimisation - Target return and Target Variance
  
  Time Series Analysis
        
LSTM stock price forecasting and prediction