Mastering-Python-for-Finance-source-codes

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I updateted the `bond_ytm` function to adapt it to Python 3.x

lbsm2017

Pandas has deprecated rolling_corr. The plot of the rolling correlation between EUROSTOXX and VSTOXX is shown in the proposed change.

tytrzecki

Grammatical fixes are done :)

prakhar-py

kamleshsah

incorrect treatment of sigma??

1

Hi, I suspect in your CIR model you are forgetting to scale the brownian motion term. If I am reading your code correctly, instead of: ```python dr = K*(theta-rates[-1])*dt +...

vvaidy

ForexSystem streaming stopping with ChunkedEncodingError

1

Hi, Your ForexSystem code runs fine but after a while stops with this error code; `raise ChunkedEncodingError(e) ChunkedEncodingError: ('Connection broken: OSError("(10054, \'WSAECONNRESET\')",)', OSError("(10054, 'WSAECONNRESET')",))` Thanks for your help!

mahbubk9

Trading Multiple Instruments with ForexSystem.py

3

Hi, Is it possible to trade multiple instruments with this code?

mahbubk9