Blog Posts | Codearmo

Installing Docker & WSL on Windows

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Learn how to install Docker Desktop on Windows 11 in this complete step-by-step guide. Includes WSL setup, Ubuntu integration, and running a simple Flask app. Perfect for beginners and developers troubleshooting Docker on Windows

Published on June 28, 2024

Set up A Linux Server and Clone Private Git Repo

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In this post we will show how to set up a new Linux server in the cloud , create a sudo user, set up an ssh key pair and use this to authenticate with Github to clone a private repo.

Published on January 20, 2024

Using Numba in Dash Callbacks without Errors

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Using Numba's just-in-time compilation within Plotly Dash callbacks generally causes a strange to diagnose bug resulting in "Callback failed: the server did not respond" errors. In this article we show how this happens and how to fix it.

Published on December 30, 2023

Full Tutorial on Deploying a Dash app to Linux Server with Apache2

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Tutorial on deploying a Plotly Dash web application on your own linux server using apache and Ubuntu. Learn to deploy a basic app in less than 15 minutes.

Published on November 17, 2023

3 Important Vector Norms

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Vectors norms are very important concept in machine learning. L1, L2 & Infinity are 3 Vector Norms of Python. Checkout our article to find how these vector norms are calculated!

Published on November 01, 2020

Vectors for Machine Learning

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An introduction to the mathematics behind vectors, with both visual and Python examples. Finishing with K-Nearest-Neighbours (KNN) example to put it into context.

Published on October 30, 2020

Sharpe, Sortino and Calmar Ratios with Python

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Downloading stock data from Yahoo Finance using pandas datareader. Calculating the Sharpe, Sortino and Calmar ratios for stocks in the S&P 500 along with a portfolio for comparison. Calculating max drawdown and comparing results using Python.

Published on October 17, 2020

Pricing Options by Monte Carlo Simulation with Python

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In this article, we discuss pricing options by Monte Carlo Simulation and geometric Brownian motion using Python. Checkout various Monte Carlo methods for option pricing here!

Published on October 08, 2020

Implied Volatility for European Call with Python

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Learn how to calculate the implied volatility of a European call option using the Newton-Raphson method in Python. A brute force approach is used for comparison.

Published on September 08, 2020