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Eryk Lewinson

12.9K 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

Stories

Pinned

In

TDS Archive

by

Eryk Lewinson

·

Feb 11, 2019

Explaining Feature Importance by example of a Random Forest

Learn the most popular methods of determining feature importance in Python

Explaining Feature Importance by example of a Random Forest

Eryk Lewinson

·

Jul 7

Treating Unstructured Data Like a DataFrame: An Introduction to DataChain

During my studies and early career, I was always working with tabular data. That was the bread and butter of data science. Sure, to get the…

Treating Unstructured Data Like a DataFrame: An Introduction to DataChain

In

DataDrivenInvestor

by

Eryk Lewinson

·

Mar 1

Build a Financial Event Calendar App in Python From Scratch

Learn how to visualize financial events using Python, Streamlit, and the Financial Modeling Prep API

Build a Financial Event Calendar App in Python From Scratch

In

DataDrivenInvestor

by

Eryk Lewinson

·

Jul 17, 2025

Volatility Forecasting with GARCH: Theory, Use Cases, and Examples

A Hands-On Python Tutorial Using the arch Library

Volatility Forecasting with GARCH: Theory, Use Cases, and Examples

In

DataDrivenInvestor

by

Eryk Lewinson

·

May 9, 2025

Volatility Forecasting with ARCH Model

A Hands-On Python Tutorial Using the arch Library

Volatility Forecasting with ARCH Model

In

DataDrivenInvestor

by

Eryk Lewinson

·

Dec 16, 2024

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

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

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

In

DataDrivenInvestor

by

Eryk Lewinson

·

Oct 9, 2024

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

Beyond Value at Risk: Understanding Conditional VaR and Entropic VaR

In

TDS Archive

by

Eryk Lewinson

·

Aug 31, 2024

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

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

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

In

DataDrivenInvestor

by

Eryk Lewinson

·

Aug 26, 2024

Skfolio: The Latest Python Library for Portfolio Optimization

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

Skfolio: The Latest Python Library for Portfolio Optimization

In

TDS Archive

by

Eryk Lewinson

·

Aug 4, 2024

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

Learn the intuition behind the metric used to evaluate probabilistic forecasts

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

Eryk Lewinson

Eryk Lewinson

12.9K 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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