Dear Stuart, I used the python code you were mentioned on this Website: http://www.turingfinance.com/computational-investing-with-python-week-one/ Instead of using your code like: r=nrand.uniform...
http://www.turingfinance.com/computational-investing-with-python-week-one/#comment-23258
Thanks for the valuable information and the source code.
http://www.turingfinance.com/computational-investing-with-python-week-one/#comment-14944
http://turingfinance.com/computational-investing-with-python-week-one/
http://www.turingfinance.com/computational-investing-with-python-week-one/#comment-13890
Hello! Thanks for the article. My question is about Sortino ratio: should't we construct and fit probability distribution of downside risk and apply integral calculus to measure it, instead of us...
http://www.turingfinance.com/computational-investing-with-python-week-one/#comment-13824
Beta = Cov(a, mkt) / VAR(mkt) It says STD... Regards, Shane
http://www.turingfinance.com/computational-investing-with-python-week-one/#comment-12121
Thank you for the nice article and source code. There is an error in line 171: def kappa_three_ratio(er, returns, rf, target=0): return (er - rf) / math.pow(lpm(returns, target, 3), float(1/3)) T...
http://www.turingfinance.com/computational-investing-with-python-week-one/#comment-9376
Hi Stuart, First of all thanks for your articles, very interesting! :-) I believe there is an error in the prices() function, resulting in a wrong drawdown result. The vector 'values' used in the...
http://www.turingfinance.com/computational-investing-with-python-week-one/#comment-8807
In reply to Charu. Hi Charu, all of the code is made available in the last Gist so I'm not su...
http://www.turingfinance.com/computational-investing-with-python-week-one/#comment-7946
Nice
http://www.turingfinance.com/computational-investing-with-python-week-one/#comment-7729
Very informative and concise description of necessary parameters for risk return analysis. Could you please point me to the Gist mentioned with the Python code? I would be very interested to unde...
http://www.turingfinance.com/computational-investing-with-python-week-one/#comment-7728