Data: Just the Beginning
Welcome to my blog!
Throughout my career, I have developed a great passion for quantitative finance and data science, both in university and in the workplace. With this blog, I hope to share my experience and knowledge in this field.
Here, I will address the theory and practice of quantitative finance, from discussions about the nature of empirical science to tutorials on using technologies useful for data science.
I hope that the posts can be helpful and inspiring. Enjoy reading!
Articles
Release of almgren_chriss 1.0 Python Package, 2023-05-28
I am thrilled to announce the release of the almgren_chriss 1.0 Python package! This package is designed to help financial analysts, researchers, and enthusiasts implement the Almgren-Chriss model for optimal execution of large orders. The model is described in the paper Optimal Execution of Portfolio Transactions - Almgren & Chriss (2000).
Recommendation: Book ‘Financial Asset Pricing Theory’, 2023-05-18
The book ‘Financial Asset Pricing Theory’ by Claus Munk, published in 2013, is a comprehensive work that delves into the theory of financial asset pricing in detail.
Recommendation: Book ‘High Performance Python’, 2023-05-12
High Performance Python, 2nd Edition is an essential book for Python programmers who want to increase the efficiency and speed of their applications. It is published by O’Reilly Media.
Using Sphinx for generating documentation for Python software, 2023-03-25
Documentation is an essential aspect of any software project. It serves as a source of information for end users and as a resource for developers who need to understand how the software works. Additionally, well-written documentation helps avoid maintenance issues in the future (i.e., avoiding technical debt) and improves the overall quality of the software.
Sources of Study Material for Data Science, 2023-03-20
Studying is a valuable investment in the career of any professional. Acquiring new knowledge is an effective way to improve professional skills and the ability to understand and tackle complex challenges, while also increasing confidence and motivation.
Executing Jupyter Notebook with Docker, 2023-03-20
In this post, I will show a step-by-step tutorial for running a Jupyter Notebook using Docker. The tutorial will cover everything from installing Docker to executing a Python notebook. The goal is to demonstrate how Docker can be a useful solution for running data science applications in different environments and operating systems.