Questions tagged [finance]
Finance is for anything related to currency, payment systems, credit card number validation, etc.
14
questions with no upvoted or accepted answers
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Compute a Working Capital Loan
This code takes a list of EBITDA amounts (for a hypothetical business), and computes a loan that would fund that business with working capital in periods of loss. When the business has positive EBITDA ...
- 51
4
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139
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Model profit/loss of a time series of financial position state changes
I'm newly exploring time series databases, and trying to wrap my head around what data I'll store and how I'll query it. Also, I'm relatively new to TypeScript. This prototype exercises my current ...
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4
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58
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Analyze Stock Market Bottom Timing without Looping over Data Frame Rows
I am replicating this blog post in Python.
The blog post shows that even if you know future stock market bottoms, only buying stocks when the stock market is below future stock market bottoms provides ...
- 141
4
votes
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answers
53
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Get Asset Returns for multiple Tickers and Holding Periods
I've written some code that will take multiple stock tickers and calculate their returns over yearly, monthly, bi-weekly, and weekly holding periods. The results are written to an xlsx file.
I'm ...
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4
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2k
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Monte Carlo simulation to price an Option in Python
In what ways can I make this code more efficient?
I haven't put in comments and descriptions yet. I need to do that.
Ideally, I'd like to make the S, v, r, and K user entered as I did with T. I'm ...
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3
votes
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answers
97
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Investment tracker allowing users to store investment information and later access it
This investment tracker allows users to store investment information and later call upon it. This is a simple solution to making investing easier to maintain. This application has a simple login ...
- 427
3
votes
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answers
85
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Calculating a snowballing investment
I'm currently taking a JavaScript class. I'm fairly familiar with JavaScript and coding in general, so I decided to teach myself functional programming on the side. It's been great, my teacher's fine ...
- 131
3
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2k
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Pandas calculation speed of stock beta on many dataframes
I have many (4000+) CSVs of stock data (Date, Open, High, Low, Close) which I import into individual Pandas dataframes to perform analysis. I am new to Python and want to calculate a rolling 12month ...
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3
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572
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Parsing and producing sets of financial CSV files
I have this small Haskell script that I wrote some time ago to parse a set of financial CSV files to produce other CSV files. I've recently had a problem with large input files (around 300Mb) that I ...
- 131
2
votes
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99
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Computing most-cost effective loans in financial graphs using Java
Problem statement
We are given a directed graph \$G = (V, A)\$, where \$V\$ is the set of actors and \$A \subseteq V^2\$ is the set of directed arcs. Existence of an arc \$(u, v) \in A\$ is ...
- 28.9k
2
votes
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answers
82
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Back-testing algorithm for equity
I've written a code on python which back tests on equities data, to compare result of strategy against a benchmark.
I want someone to review to assure that program works as desired, and any changes ...
- 150
2
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answers
4k
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Barrier Option Pricing using Python
This is my implementation of pricing an exotic option (in this case an up-and-in barrier option) using the Monte Carlo simulation in Python. I use NumPy where I can. Any ideas to optimize this code?
<...
- 161
2
votes
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answers
269
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Decoupling payment classes
I have several classes for payment handling, I separate these classes into directories like below. Actually I'm going to use it for Laravel project but to make it simple, maybe we can talk as if it's ...
- 121
1
vote
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answers
77
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quant. code. to calculate trend, momentum, correlation and volatility in Pandas(Python)
I am new to quant. finance and trying to calculate trend, momentum, correlation and ...
- 111