If you are an undergraduate or graduate student, a beginner to algorithmic development and research, or a software developer in the financial industry who is interested in using Python for quantitative methods in finance, this is the book for you. It would be helpful to have a bit of familiarity with basic Python usage, but no prior experience is required.
If you are an undergraduate or graduate student, a beginner to algorithmic development and research, or a software developer in the financial industry who is interested in using Python for quantitative methods in finance, this is the book for you. It would be helpful to have a bit of familiarity with basic Python usage, but no prior experience is required.
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Perform interactive computing with IPython Notebook
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Solve linear equations of financial models and perform ordinary least squares regression
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Explore nonlinear modeling and solutions for optimum points using rootfinding algorithms and solvers
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Discover different types of numerical procedures used in pricing options
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Model fixedincome instruments with bonds and interest rates
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Manage big data with NoSQL and perform analytics with Hadoop
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Build a highfrequency algorithmic trading platform with Python
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Create an eventdriven backtesting tool and measure your strategies