The first video in a Python, NumPy, Pandas, and Matplotlib based based computational / quant finance series, spanning from stochastic modelling and portfolio insurance, to asset pricing , factor regressions, data visualization, and everything in-between.
Source code - https://github.com/daniel-boctor/Daniel-Boctor-Youtube/blob/main/Finance101/finance.ipynb
0:00 - Intro
0:17 - Data Source
1:00 - Information Preparation
2:09 - Returns
4:18 - DataFrame
5:03 - Measures of Risk
5:18 - Annualization
6:31 - Raw Sharpe Ratio
6:52 - Wealth Index
7:37 - Drawdowns
8:45 - Outro