Neerav Shah neerav1985

neerav1985 / nifty_spx_correlation.r

Created April 23, 2014 02:06

Nifty S&P 500 Correlation

neerav1985 / principal_component_analysis.py

Created April 13, 2014 12:57

Principal Component Analysis in Python

	>>>from numpy import *
	>>> # Define a matrix X that has 3 column vectors as the observations variables
	>>> X = array([[1, 2, 3], [2, 4, 5], [1, 2, 5], [10,2,3], [25,23,1]])
	>>> X
	array([[ 1, 2, 3],
	[ 2, 4, 5],
	[ 1, 2, 5],
	[10, 2, 3],
	[25, 23, 1]])
	>>> # Calculate covariance matrix

neerav1985 / bcp_out_all_tables.py

Created January 21, 2014 18:24

Script to bcp out all the tables/or individual table from a sybase server using python multiprocessing module

	#
	# $Id: bcp_out_all_tables.py 22322 2013-04-01 18:05:06Z neerav1985 $
	#

	import sys
	import argparse
	import textwrap
	import workerpool
	import commands
	import logging

neerav1985 / nifty_option_spot.py

Created January 20, 2014 02:14

Get spot price and options data from NSE India(www.nseindia.com) website

	'''
	Created on Oct 26, 2013

	@author: pokerface

	This code gets the spot price and options data from NSE India(www.nseindia.com) website

	'''

	import urllib2

neerav1985 / twitter_wordcloud.r

Last active January 3, 2016 07:39

Get twerts using twitteR library in R and create wordcloud

	#install.packages(c("twitteR","ROAuth","tm","wordcloud","RXKCD"))

	library(twitteR)
	library(ROAuth)
	library(plyr)
	library(RXKCD)
	library(tm)
	library(wordcloud)
	library(RColorBrewer)

neerav1985 / Calculate_Implied_Vol.py

Last active December 6, 2022 15:11

Calculate Implied Volatility of an option price given its market price

	from numpy import *
	from scipy.stats import norm
	from scipy.optimize import root, fsolve, newton
	import logging

	logging.basicConfig(format='%(asctime)s %(levelname)s %(message)s', level=logging.DEBUG)


	def BlackScholesCall(S, K, T, sigma, r = 0., q = 0.):
	#logging.debug("S=" + str(S) + ",K=" + str(K) + ",T=" + str(T) + ",sigma=" + str(sigma) + ",r=" + str(r) + ",q=" + str(q) )

neerav1985 / pandas_beginner.py

Created December 13, 2013 16:34

Python: Fetch data from an Oracle and Pandas for data analysis

	import cx_Oracle
	import logging

	logging.basicConfig(format='%(asctime)s %(levelname)s %(message)s', level=logging.DEBUG)


	if __name__ == "__main__":

	conn = cx_Oracle.connect(user,password,server)
	cursor = conn.cursor()