This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
import pymc3 as pm | |
import numpy as np | |
from pymc3.math import switch | |
import theano | |
from matplotlib import pyplot as plt | |
import pandas as pd | |
from scipy import optimize | |
from interpolate_marketdata import * | |
import theano.tensor as T | |
N_sims = 1000 |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
import pymc3 as pm | |
import matplotlib.pyplot as plt | |
import numpy as np | |
import theano | |
size = 100 | |
true_intercept = 1 | |
true_slope = 2 | |
x = np.linspace(0, 1, size) |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
from __future__ import print_function | |
import sys, os | |
# sys.path.append('..') | |
# sys.path.append(os.path.abspath(os.path.dirname(__file__)) + '..' + 'orderbook') | |
sys.path.append(os.path.join(os.path.dirname(__file__) , '..' )) | |
import unittest | |
from unittest import TestCase | |
from run_bond_hedge import * | |
import time |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
import numpy as np | |
import pandas as pd | |
from pandas_datareader import data as web | |
import seaborn as sns | |
import matplotlib.pyplot as plt | |
import datetime as dt | |
sns.set() | |
class RegPred(object): | |
def __init__(self, symbol): |