Introduction

This repository contains my solution to Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot

I upload the code for my future reference only. Please do not plagiarize my work.

File structure

This repository contains codes in 2 languages, one in R and one in Python.

The original implementation is done in R, and I translated R code files to Python notebooks for my future reference. Python notebooks also present the content in a meaningful way compare to R code.

Python notebook
  - Lab 2 Random variables and probability distributions.ipynb
  - Lab 3 Bivariate distributions.ipynb
  - Lab 4 Simulating time series data.ipynb
  - Lab 5 Analyzing stock returns.ipynb
  - Lab 6 Constant expected return model.ipynb
  - Lab 7 Introduction to portfolio theory.ipynb
  - Lab 8 Computing efficient portfolios using matrix algebra.ipynb