Basic Data Analysis

In this post I’ll be looking at investment portfolio optimisation with python, the fundamental concept of diversification and the creation of an efficient frontier that can be used by investors to choose specific mixes of assets based on investment goals; that is, the trade off between their desired level of portfolio return vs their desired…Continue Reading “Investment Portfolio Optimisation with Python”

Basic Data Analysis

Monte Carlo Simulation in Python – Simulating a Random Walk Ok so it’s about that time again – I’ve been thinking what my next post should be about and I have decided to have a quick look at Monte Carlo simulations. Wikipedia states “Monte Carlo methods (or Monte Carlo experiments) are a broad class of…Continue Reading “Monte Carlo Simulation in Python – Simulating a Random Walk”

Basic Data Analysis

In this post I thought I’d take advantage of the results we got from the moving average crossover strategy backtest in the last post (can be found here), and spend a bit of time digging a little more deeply into the equity curve and producing a bit of analysis concerning some key performance indicators and…Continue Reading “Analysis of Moving Average Crossover Strategy Backtest Returns Using Pandas”

Basic Data Analysis
python skew kurtosis

Python…skew…kurtosis… So you have a series of returns you wish to analyse….mean and variance are easy to calculate…how easy does Python make it to calculate skew and kurtosis? When we look at a series of investment returns, we tend to concentrate on the first 2 ‘moments’ of the distribution; that is the mean and the…Continue Reading “What are ‘skew’ lookin’ at? – calculating skew and kurtosis with Python…”

Basic Data Analysis

Ok so I thought it was about time we got into the nitty gritty of some “financial analysis”, rather than have me spout info regarding available beginners courses like I’m some sort of salesman. “I want to do some analysis”, I hear you scream… Well ok then…let’s start. With the Python Pandas module. So financial…Continue Reading “Python Pandas…Eats, shoots and leaves…?”