IPython Notebooks for Statistics and Data Analysis for Financial Engineering

David Ruppert's book "Statistics and Data Analysis for Financial Engineering" is frequently used in graduate computational finance and financial engineering courses. If you are considering a career in finance as a quant, this would be a great book to go through.

Warning: this book assumes a high baseline knowledge of the underlying mathematics and finance and focuses more on applying this knowledge.

Unfortunately, the worked examples are all done in R. So as an exercise to solidify my own knowledge of the subject, I have begun creating python solution guide that include replications of every lab, most visualizations in the text, and select exercises. I will try to get at least one chapter out per week.

Here is the link to the github repository. I have just posted the the solution to the second chapter.

If you are going through this book and have any questions- don't hesitate to ask!