Notebooks
These notebooks combine economic ideas with Python implementation.
If you want a shorter version focused on the most important code and all main outputs, use Notebook Summaries.
| Notebook | Description |
|---|---|
| Introduction to Jupyter Notebooks | Quick introduction to Python notebook workflow, data download with yfinance, basic return calculations, plotting, and a first regression. |
| Optimization in Python | Numerical optimization tools in Python with examples relevant to finance applications. |
| A Market Index for Cryptocurrencies | Builds a crypto market index, estimates coin betas to the index, and compares crypto market behavior with SPY. |
| Minimum Variance Portfolio | Constructs and analyzes minimum-variance portfolios, including covariance estimation and risk-return implications. |
| Analyzing Mutual Fund Performance | Evaluates mutual fund performance with factor-style regressions and performance metrics. |
| Option Pricing with Neural Networks | Trains neural networks to approximate option prices and compares model predictions with observed values. |
| Volatility Surface Modeling with Neural Networks | Uses SPX option data to model implied volatility surfaces with machine learning and visualize fit quality. |
| Blockchain Foundations | Covers bytes, hashing, block structure, PoW intuition, mining pools, and security through a state-process perspective. |
| Proof of Work Example | Implements a minimal Proof of Work blockchain: hashing, mining, block validation, tamper checks, and chain integrity. |
| Proof of Stake Economics | Develops PoS economics: staking returns, slashable-capital security, finality, and PoW-vs-PoS cost structure. |
| Decentralized Exchanges and AMMs | Develops constant-product AMM pricing, quantifies slippage and arbitrage adjustment, and analyzes LP fee income versus impermanent loss. |
| Stablecoins and Peg Risk | Explains stablecoin design, measures depeg behavior in market data, and introduces simple models of arbitrage frictions and run risk. |
Supporting Files in notebooks/
The folder also currently contains the following data files used by some notebooks: