Finance Playground

Uncertainty must be taken in a sense radically distinct from the familiar notion of Risk, from which it has never been properly separated…. The essential fact is that ‘risk’ means in some cases a quantity susceptible of measurement, while at other times it is something distinctly not of this character; and there are far-reaching and crucial differences in the bearings of the phenomena depending on which of the two is really present and operating…. It will appear that a measurable uncertainty, or ‘risk’ proper, as we shall use the term, is so far different from an unmeasurable one that it is not in effect an uncertainty at all

Frank Knight

Our aim with the Finance Playground is to explore and analyze financial instruments (particularly stocks and options) and develop profitable trading strategies. To that end, we focus on the relation between price time-series and other factors such as market volatility, interest rates, and various economic indicators.

We started this as a learning tool. As developers, we advocate a hands-on approach, we like trying out ideas and tinkering with models.

Collaboration is welcome: by all means, if you spot a mistake or just want to add an interesting notebook you’ve been playing with, please submit a pull request to the project’s Github repository.