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Eryk Lewinson

12.8K Followers

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Python for Finance Cookbook, 2nd Edition

Python for Finance Cookbook, 2nd Edition

This book will help you become proficient in financial data analysis by teaching you potential issues to expect—and how to overcome them.

2022

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Published in
Towards Data Science

Explaining Feature Importance by example of a Random Forest

Learn the most popular methods of determining feature importance in Python

Feb 11, 2019

Explaining Feature Importance by example of a Random Forest

Feb 11, 2019

Published in
DataDrivenInvestor

Beyond Mean-Variance Optimization: Finding Optimal Portfolios with Hierarchical Risk Parity

A hands-on tutorial on how to do it in Python with skfolio

Dec 16, 2024

Beyond Mean-Variance Optimization: Finding Optimal Portfolios with Hierarchical Risk Parity

Dec 16, 2024

Published in
DataDrivenInvestor

Beyond Value at Risk: Understanding Conditional VaR and Entropic VaR

Learn What Conditional VaR and Entropic VaR Are and How to Optimize Portfolios for These Risk Measures

Oct 9, 2024

Beyond Value at Risk: Understanding Conditional VaR and Entropic VaR

Oct 9, 2024

Published in
Towards Data Science

Essential Guide to Continuous Ranked Probability Score (CRPS) for Forecasting

Learn how to evaluate probabilistic forecasts and how CRPS relates to other metrics

Aug 31, 2024

Essential Guide to Continuous Ranked Probability Score (CRPS) for Forecasting

Aug 31, 2024

Published in
DataDrivenInvestor

Skfolio: The Latest Python Library for Portfolio Optimization

A Step-by-Step Guide to Mean-Variance Optimization

Aug 26, 2024

Skfolio: The Latest Python Library for Portfolio Optimization

Aug 26, 2024

Published in
Towards Data Science

An Introduction to Quantile Loss, a.k.a. the Pinball Loss

Learn the intuition behind the metric used to evaluate probabilistic forecasts

Aug 4, 2024

An Introduction to Quantile Loss, a.k.a. the Pinball Loss

Aug 4, 2024

Published in
DataDrivenInvestor

Top Real-Time Stock Price APIs for Startups in 2024

Discover the Leading APIs to Easily and Reliably Fetch Real-Time Stock Data for Your Projects

Jul 8, 2024

Top Real-Time Stock Price APIs for Startups in 2024

Jul 8, 2024

Published in
Towards AI

Top Data Validation Tools for Machine Learning

Discover Python tools that can catch any issues with your data!

Jun 7, 2024

Top Data Validation Tools for Machine Learning

Jun 7, 2024

Published in
Level Up Coding

Portfolio Optimization in Python 101 — PyPortfolioOpt edition

Learn how to solve an asset allocation problem in a few lines of code

May 21, 2024

Portfolio Optimization in Python 101 — PyPortfolioOpt edition

May 21, 2024

Published in
Level Up Coding

Portfolio Optimization in Python 101 — SciPy edition

Learn how to solve an asset allocation problem using mean-variance optimization

May 5, 2024

Portfolio Optimization in Python 101 — SciPy edition

May 5, 2024

Eryk Lewinson

Eryk Lewinson

12.8K Followers

Book Author

Data Scientist, quantitative finance, gamer. My latest book - Python for Finance Cookbook 2nd ed: https://t.ly/WHHP

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