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项目作者： nancyyanyu

项目描述 ：
This project reviewed and implemented various classical pricing models and investment strategies, including Capital Asset Pricing Model (CAPM), Linear Programming Portfolio Optimization, Options Pricing, etc.
高级语言： Jupyter Notebook
项目地址: git://github.com/nancyyanyu/fincinate.git
创建时间： 2019-04-04T08:16:47Z
项目社区：https://github.com/nancyyanyu/fincinate
开源协议：MIT License
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Fincinate

This project reviewed and implemented various classical pricing models and investment strategies, including Capital Asset Pricing Model (CAPM), Linear Programming Portfolio Optimization, Options Pricing, etc.

Getting Started

Clone this repository and run the Jupyter Notebook

  1. git clone https://github.com/nancyyanyu/Fincinate.git

Prerequisites

  • statsmodels
  • pandas_datareader
  • pulp
  1. pip install pulp, pandas_datareader,statsmodels

Table of Content

  • Portfolio Optimization
    • Capital Asset Pricing Model (CAPM) & Linear Programming: Portfolio Optimization Jupyte Notebook

License

This project is licensed under the MIT License - see the LICENSE.md file for details

Todos

  • Add more implementations on pricing models
  • Write better review and tutorials