Advanced Algorithmic Trading原书加代码

# beta_plot.py

import numpy as np
from scipy.stats import beta
import matplotlib.pyplot as plt
import seaborn as sns


if __name__ == “__main__“:
    sns.set_palette（“deep“ desat=.6）
    sns.set_context（rc={“figure.figsize“: （8 4）}）
    x = np.linspace（0 1 100）
    params = [
        （0.5 0.5）
        （1 1）
        （4 3）
        （2 5）
        （6 6）
    ]
    for p in params:
        y = beta.pdf（x p[0] p[1]）
        plt.plot（x y label=“$\alpha=%s$ $\beta=%s$“ % p）
    plt.xlabel（“$\theta$ Fairness“）
    plt.ylabel（“Density“）
    plt.legend（title=“Parameters“）
    plt.show（）

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     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711
     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-bayesian-statistics-markov-chain-monte-carlo
     文件        1675  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-bayesian-statistics-markov-chain-monte-carloayes-binomial-mcmc.py
     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-time-series-analysis-serial-correlation
     文件         571  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-time-series-analysis-serial-correlationserial_cor.R
     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-time-series-analysis-hidden-markov-models
     文件        2936  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-time-series-analysis-hidden-markov-modelshmm.R
     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-time-series-analysis-arima-garch-models
     文件        2142  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-time-series-analysis-arima-garch-modelsarima_models.R
     文件        1543  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-time-series-analysis-arima-garch-modelsgarch_models.R
     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-time-series-analysis-state-space-models-kalman-filter
     文件        3044  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-time-series-analysis-state-space-models-kalman-filterkalman_filter_dynamic_hedge_ratio.py
     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-bayesian-statistics-binomial-proportion
     文件         604  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-bayesian-statistics-binomial-proportioneta_plot.py
     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-bayesian-statistics-intro-to-bayesian-methods
     文件        1835  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-bayesian-statistics-intro-to-bayesian-methodseta_binomial.py
     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-trading-strategies-introductory-portfolio-strategies
     文件         718  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-trading-strategies-introductory-portfolio-strategiesstrategic_weight_etf_portfolio_backtest.py
     文件         718  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-trading-strategies-introductory-portfolio-strategiesequal_weight_etf_portfolio_backtest.py
     文件        3182  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-trading-strategies-introductory-portfolio-strategiesmonthly_rebalance_run.py
     文件         540  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-trading-strategies-introductory-portfolio-strategiesequities_bonds_60_40_etf_portfolio_backtest.py
     文件    14657322  2017-07-11 12:41  aat-ebook-full-source-code-20170711aat-ebook-20170711.pdf
     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-bayesian-statistics-stochastic-volatility-model
     文件         484  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-bayesian-statistics-stochastic-volatility-modelexponential_plot.py
     文件         495  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-bayesian-statistics-stochastic-volatility-modelstudent_t_plot.py
     文件        2751  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-bayesian-statistics-stochastic-volatility-modelpymc3_bayes_stochastic_vol.py
     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-time-series-analysis-arma-models
     文件        2541  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-time-series-analysis-arma-modelsma_models.R
     文件        2227  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-time-series-analysis-arma-modelsar_models.R
     文件        2431  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-time-series-analysis-arma-modelsarma_models.R
     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711chapter-machine-learning-natural-language-processing
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