Search icon CANCEL
Subscription
0
Cart icon
Your Cart (0 item)
Close icon
You have no products in your basket yet
Save more on your purchases! discount-offer-chevron-icon
Savings automatically calculated. No voucher code required.
Arrow left icon
Explore Products
Best Sellers
New Releases
Books
Videos
Audiobooks
Learning Hub
Newsletter Hub
Free Learning
Arrow right icon
timer SALE ENDS IN
0 Days
:
00 Hours
:
00 Minutes
:
00 Seconds
Python for Finance Cookbook
Python for Finance Cookbook

Python for Finance Cookbook: Over 50 recipes for applying modern Python libraries to financial data analysis

eBook
€23.99 €26.99
Paperback
€32.99
Subscription
Free Trial
Renews at €18.99p/m

What do you get with Print?

Product feature icon Instant access to your digital copy whilst your Print order is Shipped
Product feature icon Paperback book shipped to your preferred address
Product feature icon Redeem a companion digital copy on all Print orders
Product feature icon Access this title in our online reader with advanced features
Product feature icon DRM FREE - Read whenever, wherever and however you want
Product feature icon AI Assistant (beta) to help accelerate your learning
OR
Modal Close icon
Payment Processing...
tick Completed

Shipping Address

Billing Address

Shipping Methods
Table of content icon View table of contents Preview book icon Preview Book

Python for Finance Cookbook

Left arrow icon Right arrow icon
Download code icon Download Code

Key benefits

  • Use powerful Python libraries such as pandas, NumPy, and SciPy to analyze your financial data
  • Explore unique recipes for financial data analysis and processing with Python
  • Estimate popular financial models such as CAPM and GARCH using a problem-solution approach

Description

Python is one of the most popular programming languages used in the financial industry, with a huge set of accompanying libraries. In this book, you'll cover different ways of downloading financial data and preparing it for modeling. You'll calculate popular indicators used in technical analysis, such as Bollinger Bands, MACD, RSI, and backtest automatic trading strategies. Next, you'll cover time series analysis and models, such as exponential smoothing, ARIMA, and GARCH (including multivariate specifications), before exploring the popular CAPM and the Fama-French three-factor model. You'll then discover how to optimize asset allocation and use Monte Carlo simulations for tasks such as calculating the price of American options and estimating the Value at Risk (VaR). In later chapters, you'll work through an entire data science project in the financial domain. You'll also learn how to solve the credit card fraud and default problems using advanced classifiers such as random forest, XGBoost, LightGBM, and stacked models. You'll then be able to tune the hyperparameters of the models and handle class imbalance. Finally, you'll focus on learning how to use deep learning (PyTorch) for approaching financial tasks. By the end of this book, you’ll have learned how to effectively analyze financial data using a recipe-based approach.

Who is this book for?

This book is for financial analysts, data analysts, and Python developers who want to learn how to implement a broad range of tasks in the finance domain. Data scientists looking to devise intelligent financial strategies to perform efficient financial analysis will also find this book useful. Working knowledge of the Python programming language is mandatory to grasp the concepts covered in the book effectively.

What you will learn

  • Download and preprocess financial data from different sources
  • Backtest the performance of automatic trading strategies in a real-world setting
  • Estimate financial econometrics models in Python and interpret their results
  • Use Monte Carlo simulations for a variety of tasks such as derivatives valuation and risk assessment
  • Improve the performance of financial models with the latest Python libraries
  • Apply machine learning and deep learning techniques to solve different financial problems
  • Understand the different approaches used to model financial time series data
Estimated delivery fee Deliver to Norway

Standard delivery 10 - 13 business days

€11.95

Premium delivery 3 - 6 business days

€16.95
(Includes tracking information)

Product Details

Country selected
Publication date, Length, Edition, Language, ISBN-13
Publication date : Jan 31, 2020
Length: 432 pages
Edition : 1st
Language : English
ISBN-13 : 9781789618518
Category :
Languages :
Concepts :
Tools :

What do you get with Print?

Product feature icon Instant access to your digital copy whilst your Print order is Shipped
Product feature icon Paperback book shipped to your preferred address
Product feature icon Redeem a companion digital copy on all Print orders
Product feature icon Access this title in our online reader with advanced features
Product feature icon DRM FREE - Read whenever, wherever and however you want
Product feature icon AI Assistant (beta) to help accelerate your learning
OR
Modal Close icon
Payment Processing...
tick Completed

Shipping Address

Billing Address

Shipping Methods
Estimated delivery fee Deliver to Norway

Standard delivery 10 - 13 business days

€11.95

Premium delivery 3 - 6 business days

€16.95
(Includes tracking information)

Product Details

Publication date : Jan 31, 2020
Length: 432 pages
Edition : 1st
Language : English
ISBN-13 : 9781789618518
Category :
Languages :
Concepts :
Tools :

Packt Subscriptions

See our plans and pricing
Modal Close icon
€18.99 billed monthly
Feature tick icon Unlimited access to Packt's library of 7,000+ practical books and videos
Feature tick icon Constantly refreshed with 50+ new titles a month
Feature tick icon Exclusive Early access to books as they're written
Feature tick icon Solve problems while you work with advanced search and reference features
Feature tick icon Offline reading on the mobile app
Feature tick icon Simple pricing, no contract
€189.99 billed annually
Feature tick icon Unlimited access to Packt's library of 7,000+ practical books and videos
Feature tick icon Constantly refreshed with 50+ new titles a month
Feature tick icon Exclusive Early access to books as they're written
Feature tick icon Solve problems while you work with advanced search and reference features
Feature tick icon Offline reading on the mobile app
Feature tick icon Choose a DRM-free eBook or Video every month to keep
Feature tick icon PLUS own as many other DRM-free eBooks or Videos as you like for just €5 each
Feature tick icon Exclusive print discounts
€264.99 billed in 18 months
Feature tick icon Unlimited access to Packt's library of 7,000+ practical books and videos
Feature tick icon Constantly refreshed with 50+ new titles a month
Feature tick icon Exclusive Early access to books as they're written
Feature tick icon Solve problems while you work with advanced search and reference features
Feature tick icon Offline reading on the mobile app
Feature tick icon Choose a DRM-free eBook or Video every month to keep
Feature tick icon PLUS own as many other DRM-free eBooks or Videos as you like for just €5 each
Feature tick icon Exclusive print discounts

Frequently bought together


Stars icon
Total 102.97
Python for Finance Cookbook
€32.99
Python Algorithmic Trading Cookbook
€36.99
Mastering Python for Finance
€32.99
Total 102.97 Stars icon

Table of Contents

11 Chapters
Financial Data and Preprocessing Chevron down icon Chevron up icon
Technical Analysis in Python Chevron down icon Chevron up icon
Time Series Modeling Chevron down icon Chevron up icon
Multi-Factor Models Chevron down icon Chevron up icon
Modeling Volatility with GARCH Class Models Chevron down icon Chevron up icon
Monte Carlo Simulations in Finance Chevron down icon Chevron up icon
Asset Allocation in Python Chevron down icon Chevron up icon
Identifying Credit Default with Machine Learning Chevron down icon Chevron up icon
Advanced Machine Learning Models in Finance Chevron down icon Chevron up icon
Deep Learning in Finance Chevron down icon Chevron up icon
Other Books You May Enjoy Chevron down icon Chevron up icon

Customer reviews

Top Reviews
Rating distribution
Full star icon Full star icon Full star icon Full star icon Half star icon 4.2
(6 Ratings)
5 star 33.3%
4 star 50%
3 star 16.7%
2 star 0%
1 star 0%
Filter icon Filter
Top Reviews

Filter reviews by




FieryHarrison Jan 28, 2021
Full star icon Full star icon Full star icon Full star icon Full star icon 5
I could not put this book down. I read every page multiple times and have run every line of code. I have been a SAS programmer for 20+ years and have been slowly migrating to Python for my financial analysis. A handful of books over the years have stood the test of time for their usefulness in analytics. This is one of those books. Don't expect to be a chef coder of Michelin status with this cookbook but at least you will learn by doing and be well established to take your skills to another level. I loved that the book assumes analytical knowledge and focuses on the recipes. The where to go to find more information is extremely helpful. Thank you so much Eryk for your contribution. I look forward to buying all of your books!
Amazon Verified review Amazon
Jeweler24 Sep 28, 2020
Full star icon Full star icon Full star icon Full star icon Full star icon 5
I work for a financial technology company and I was looking for a book to help me understand some of the work the teams were doing. I personally learn better by getting my hands dirty and writing code.This book covers a lot of topics and it does it in a way that lets you skip around and do it in any order that works for you. You don’t need to read it end to end, you can pick it up, read the chapter that you care about, and put it back on the shelf for when you need it again. Since the chapters are well written, and it is extremely easy and fun, and you probably won’t want to put it back on the shelf.I love the fact that all of the code is in python, and it gives lots of examples to get you started. Each one of the chapters gives you a starting point and you can easily customize the code to fit your given situation.While going through the book, I didn’t just learn how to solve some common financial problems, I also learned a lot about the different python libraries that there out there and what they are good for. Since there are a ton of libraries out there, having a resource like this that shows you which ones are good along with example code, saved me a lot of time and research doing that on my own.I highly recommend this book even if you don’t know python, it shouldn’t stop you, and by the end of the book you might just learn enough python to be dangerous.
Amazon Verified review Amazon
Robin T. Wernick Jun 03, 2021
Full star icon Full star icon Full star icon Full star icon Empty star icon 4
I liked the complete display of trading from trading centers. It certainly showed a quick way to make connections to two automated brokers.However, the calculations that supported the trading were completely hidden and if you want to make improvements, you are on your own.Some other book holds the secrets to tweaking the backtesting or holding the access to the complete list of instruments. So I took off a star for withholding critical data access from me.
Amazon Verified review Amazon
William J. Brown Feb 08, 2021
Full star icon Full star icon Full star icon Full star icon Empty star icon 4
I confess I often avoid Packt books because the quality is so variable, but Eryk Lewinson has provided us with an insightful and useful book. I also have the Hilpisch book and found it spent a lot of time teaching Python and didn't have a clear source for financial data, which was one of the reasons I bought the book.
Amazon Verified review Amazon
Matthew Sep 03, 2020
Full star icon Full star icon Full star icon Full star icon Empty star icon 4
fastai 2.0 API changed lot. Some of classes and methods are gone.What's fastai version the book using?Thanks.
Amazon Verified review Amazon
Get free access to Packt library with over 7500+ books and video courses for 7 days!
Start Free Trial

FAQs

What is the digital copy I get with my Print order? Chevron down icon Chevron up icon

When you buy any Print edition of our Books, you can redeem (for free) the eBook edition of the Print Book you’ve purchased. This gives you instant access to your book when you make an order via PDF, EPUB or our online Reader experience.

What is the delivery time and cost of print book? Chevron down icon Chevron up icon

Shipping Details

USA:

'

Economy: Delivery to most addresses in the US within 10-15 business days

Premium: Trackable Delivery to most addresses in the US within 3-8 business days

UK:

Economy: Delivery to most addresses in the U.K. within 7-9 business days.
Shipments are not trackable

Premium: Trackable delivery to most addresses in the U.K. within 3-4 business days!
Add one extra business day for deliveries to Northern Ireland and Scottish Highlands and islands

EU:

Premium: Trackable delivery to most EU destinations within 4-9 business days.

Australia:

Economy: Can deliver to P. O. Boxes and private residences.
Trackable service with delivery to addresses in Australia only.
Delivery time ranges from 7-9 business days for VIC and 8-10 business days for Interstate metro
Delivery time is up to 15 business days for remote areas of WA, NT & QLD.

Premium: Delivery to addresses in Australia only
Trackable delivery to most P. O. Boxes and private residences in Australia within 4-5 days based on the distance to a destination following dispatch.

India:

Premium: Delivery to most Indian addresses within 5-6 business days

Rest of the World:

Premium: Countries in the American continent: Trackable delivery to most countries within 4-7 business days

Asia:

Premium: Delivery to most Asian addresses within 5-9 business days

Disclaimer:
All orders received before 5 PM U.K time would start printing from the next business day. So the estimated delivery times start from the next day as well. Orders received after 5 PM U.K time (in our internal systems) on a business day or anytime on the weekend will begin printing the second to next business day. For example, an order placed at 11 AM today will begin printing tomorrow, whereas an order placed at 9 PM tonight will begin printing the day after tomorrow.


Unfortunately, due to several restrictions, we are unable to ship to the following countries:

  1. Afghanistan
  2. American Samoa
  3. Belarus
  4. Brunei Darussalam
  5. Central African Republic
  6. The Democratic Republic of Congo
  7. Eritrea
  8. Guinea-bissau
  9. Iran
  10. Lebanon
  11. Libiya Arab Jamahriya
  12. Somalia
  13. Sudan
  14. Russian Federation
  15. Syrian Arab Republic
  16. Ukraine
  17. Venezuela
What is custom duty/charge? Chevron down icon Chevron up icon

Customs duty are charges levied on goods when they cross international borders. It is a tax that is imposed on imported goods. These duties are charged by special authorities and bodies created by local governments and are meant to protect local industries, economies, and businesses.

Do I have to pay customs charges for the print book order? Chevron down icon Chevron up icon

The orders shipped to the countries that are listed under EU27 will not bear custom charges. They are paid by Packt as part of the order.

List of EU27 countries: www.gov.uk/eu-eea:

A custom duty or localized taxes may be applicable on the shipment and would be charged by the recipient country outside of the EU27 which should be paid by the customer and these duties are not included in the shipping charges been charged on the order.

How do I know my custom duty charges? Chevron down icon Chevron up icon

The amount of duty payable varies greatly depending on the imported goods, the country of origin and several other factors like the total invoice amount or dimensions like weight, and other such criteria applicable in your country.

For example:

  • If you live in Mexico, and the declared value of your ordered items is over $ 50, for you to receive a package, you will have to pay additional import tax of 19% which will be $ 9.50 to the courier service.
  • Whereas if you live in Turkey, and the declared value of your ordered items is over € 22, for you to receive a package, you will have to pay additional import tax of 18% which will be € 3.96 to the courier service.
How can I cancel my order? Chevron down icon Chevron up icon

Cancellation Policy for Published Printed Books:

You can cancel any order within 1 hour of placing the order. Simply contact customercare@packt.com with your order details or payment transaction id. If your order has already started the shipment process, we will do our best to stop it. However, if it is already on the way to you then when you receive it, you can contact us at customercare@packt.com using the returns and refund process.

Please understand that Packt Publishing cannot provide refunds or cancel any order except for the cases described in our Return Policy (i.e. Packt Publishing agrees to replace your printed book because it arrives damaged or material defect in book), Packt Publishing will not accept returns.

What is your returns and refunds policy? Chevron down icon Chevron up icon

Return Policy:

We want you to be happy with your purchase from Packtpub.com. We will not hassle you with returning print books to us. If the print book you receive from us is incorrect, damaged, doesn't work or is unacceptably late, please contact Customer Relations Team on customercare@packt.com with the order number and issue details as explained below:

  1. If you ordered (eBook, Video or Print Book) incorrectly or accidentally, please contact Customer Relations Team on customercare@packt.com within one hour of placing the order and we will replace/refund you the item cost.
  2. Sadly, if your eBook or Video file is faulty or a fault occurs during the eBook or Video being made available to you, i.e. during download then you should contact Customer Relations Team within 14 days of purchase on customercare@packt.com who will be able to resolve this issue for you.
  3. You will have a choice of replacement or refund of the problem items.(damaged, defective or incorrect)
  4. Once Customer Care Team confirms that you will be refunded, you should receive the refund within 10 to 12 working days.
  5. If you are only requesting a refund of one book from a multiple order, then we will refund you the appropriate single item.
  6. Where the items were shipped under a free shipping offer, there will be no shipping costs to refund.

On the off chance your printed book arrives damaged, with book material defect, contact our Customer Relation Team on customercare@packt.com within 14 days of receipt of the book with appropriate evidence of damage and we will work with you to secure a replacement copy, if necessary. Please note that each printed book you order from us is individually made by Packt's professional book-printing partner which is on a print-on-demand basis.

What tax is charged? Chevron down icon Chevron up icon

Currently, no tax is charged on the purchase of any print book (subject to change based on the laws and regulations). A localized VAT fee is charged only to our European and UK customers on eBooks, Video and subscriptions that they buy. GST is charged to Indian customers for eBooks and video purchases.

What payment methods can I use? Chevron down icon Chevron up icon

You can pay with the following card types:

  1. Visa Debit
  2. Visa Credit
  3. MasterCard
  4. PayPal
What is the delivery time and cost of print books? Chevron down icon Chevron up icon

Shipping Details

USA:

'

Economy: Delivery to most addresses in the US within 10-15 business days

Premium: Trackable Delivery to most addresses in the US within 3-8 business days

UK:

Economy: Delivery to most addresses in the U.K. within 7-9 business days.
Shipments are not trackable

Premium: Trackable delivery to most addresses in the U.K. within 3-4 business days!
Add one extra business day for deliveries to Northern Ireland and Scottish Highlands and islands

EU:

Premium: Trackable delivery to most EU destinations within 4-9 business days.

Australia:

Economy: Can deliver to P. O. Boxes and private residences.
Trackable service with delivery to addresses in Australia only.
Delivery time ranges from 7-9 business days for VIC and 8-10 business days for Interstate metro
Delivery time is up to 15 business days for remote areas of WA, NT & QLD.

Premium: Delivery to addresses in Australia only
Trackable delivery to most P. O. Boxes and private residences in Australia within 4-5 days based on the distance to a destination following dispatch.

India:

Premium: Delivery to most Indian addresses within 5-6 business days

Rest of the World:

Premium: Countries in the American continent: Trackable delivery to most countries within 4-7 business days

Asia:

Premium: Delivery to most Asian addresses within 5-9 business days

Disclaimer:
All orders received before 5 PM U.K time would start printing from the next business day. So the estimated delivery times start from the next day as well. Orders received after 5 PM U.K time (in our internal systems) on a business day or anytime on the weekend will begin printing the second to next business day. For example, an order placed at 11 AM today will begin printing tomorrow, whereas an order placed at 9 PM tonight will begin printing the day after tomorrow.


Unfortunately, due to several restrictions, we are unable to ship to the following countries:

  1. Afghanistan
  2. American Samoa
  3. Belarus
  4. Brunei Darussalam
  5. Central African Republic
  6. The Democratic Republic of Congo
  7. Eritrea
  8. Guinea-bissau
  9. Iran
  10. Lebanon
  11. Libiya Arab Jamahriya
  12. Somalia
  13. Sudan
  14. Russian Federation
  15. Syrian Arab Republic
  16. Ukraine
  17. Venezuela