Downloading stock data from Yahoo Finance using pandas datareader. Calculating the Sharpe, Sortino and Calmar ratios for stocks in the S&P 500 along with a portfolio for comparison. Calculating max drawdown and comparing results using Python.

In this article, we discuss pricing options by Monte Carlo Simulation and geometric Brownian motion using Python. Checkout various Monte Carlo methods for option pricing here!

Learn how to calculate the implied volatility of a European call option using the Newton-Raphson method in Python. A brute force approach is used for comparison.