This repo includes the files I used for the Financial Engineering and Artificial Intelligence in Python course from Lazy Programmer.
Introduction and Basics
- Warmup.ipynb: notebook with basic warmup exercises
- financial_basics_getdata.ipynb: collect needed data for this course
- financial_basics_understanding.ipynb: basic manipulations of stock data
- adjusted_close.ipynb: review of close vs adjusted close prices
- fin_data_stats.ipynb: main notebook for section 2 on financial data statistics
- alpha_and_beta.ipynb: how to calculate alpha and beta in a simple model
Time Series Analysis
- SimpleMovingAverage.ipynb: how to calculate simple moving averages using a rolling window
- ewma_holtwinters.ipynb: how to use EWMA and Holt-Winters models
- arima.ipynb: how to use ARIMA models
- stationarity.ipynb: how to run tests for stationarity of a time series