Week 7: Unit Tests and Documentation with Sphinx

• Sphinx
• Unit Tests
• LSEG Datastream
• Databento
• Case Study: Hedging Oil Price Exposure As An E&P
• Case Study: Hedging A Long-Only SPX Portfolio With Costless Collars

Learning Outcomes

• Forking a GitHub project. Creating documentation for you own Python package. Featuring jmbejara/quantstats_lumi

• How do I generate documentation? What role do docstrings play?

• What makes for a good unit test?

Agenda

• Forking a GitHub project. Creating documentation for you own Python package. Featuring jmbejara/quantstats_lumi

• How do I generate documentation? What role do docstrings play?

• Brief data-vendor overviews (carried over from Week 6): LSEG Datastream and Databento

• Launch HW 4, a minimal options case study built on finm-32900/case_study_options, and review its notebooks:

  • Corporate Hedging

  • SPX Hedging