Sharpe, Sortino and Calmar Ratios with Python
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
monte carlo
options
python
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
monte carlo
options
python
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