Corporate Financial Health Dashboard
A dashboard that based on financial statements, assess corporate financial health status, compares different industries and estimates overall market trends. … Continue readingCorporate Financial Health Dashboard
Category: Financial Markets
A library of stochastic models for market calibration and pricing options
My StochasticModel python package is now publicly available on my GitHub and installable via PyPI. Install & use with: It
Continue readingA library of stochastic models for market calibration and pricing options
10-K financial statements: analyzing companies’ reports with SEC EDGAR API
Get financial statements of US public companies from EDGAR API to calculate current ratio, leverage, P/E and inventory turnover … Continue reading10-K financial statements: analyzing companies’ reports with SEC EDGAR API
Delayed correlation analysis (MATLAB)
Last time we wrote a MATLAB code for determining variances, covariances, and correlations; and then building a portfolio with optimized
Assistant bot for 24/7 market monitoring
Robots were invented to make our life easy. One of the small projects that I did some time ago, was
Black-Scholes and Brownian movement option pricing with Web Scraping
In this video we cover We will also see how to determine daily and annual volatility, risk free rate and
Continue readingBlack-Scholes and Brownian movement option pricing with Web Scraping
(Forex 02) Coding and backtesting Fair Value Gap with MQL4 MetaTrader
Coding and backtesting fair value gap trading strategy … Continue reading(Forex 02) Coding and backtesting Fair Value Gap with MQL4 MetaTrader
Modern portfolio optimization theory and Ray Dalio’s All Weather portfolio
With some coding I show you how modern portfolio theory tries to optimize reward to risk ratio … Continue readingModern portfolio optimization theory and Ray Dalio’s All Weather portfolio
(Forex 01) Diversification with RSI and MACD (MQL4 MetaTrader)
For some time I have been looking into Forex trading and coding an expert bot that can trade with good
Continue reading(Forex 01) Diversification with RSI and MACD (MQL4 MetaTrader)