Mastering Python for Finance by James Ma Weiming

By James Ma Weiming

Understand, layout, and enforce cutting-edge mathematical and statistical functions utilized in finance with Python

About This Book

  • Explore monetary types utilized by the and methods of fixing them with this guide
  • Discover many of the gains that Python offers for clinical computing and harness them to reinforce your monetary applications
  • Build state of the art infrastructure for severe points corresponding to modeling, buying and selling, pricing, and analytics

Who This publication Is For

If you're an undergraduate or graduate pupil, a newbie to algorithmic improvement and examine, or a software program developer within the monetary who's drawn to utilizing Python for quantitative tools in finance, this can be the ebook for you. it might be valuable to have a bit familiarity with uncomplicated Python utilization, yet no past adventure is required.

What you'll Learn

  • Perform interactive computing with IPython Notebook
  • Solve linear equations of economic types and practice traditional least squares regression
  • Explore nonlinear modeling and suggestions for max issues utilizing root-finding algorithms and solvers
  • Discover kinds of numerical systems utilized in pricing options
  • Model fixed-income tools with bonds and curiosity rates
  • Manage giant info with NoSQL and practice analytics with Hadoop
  • Build a high-frequency algorithmic buying and selling platform with Python
  • Create an event-driven backtesting software and degree your strategies

In Detail

Built at the start for medical computing, Python quick discovered its position in finance. Its flexibility and robustness should be simply integrated into purposes for mathematical experiences, examine, and software program development.

With this booklet, you are going to know about the entire instruments you must effectively practice learn stories and modeling, increase your buying and selling options, and successfully deal with dangers. you'll discover many of the instruments and methods utilized in fixing complicated difficulties typically confronted in finance.

You will easy methods to expense monetary tools corresponding to shares, suggestions, rate of interest derivatives, and futures utilizing computational equipment. additionally, you'll find out how you could practice information analytics on industry indexes and use NoSQL to shop tick data.

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Extra resources for Mastering Python for Finance

Sample text

Let's demonstrate a simple plotting functionality of the IPython Notebook. legend() The first three lines of the code contain the required import statements. Note that the NumPy, math, and matplotlib packages are required for the code to work in the IPython Notebook. info Python for Financial Applications In the next statement, the variable x represents our x axis values from 0 through 7 in real numbers. The following statement plots the sine function for every value of x. The next plot command plots the cosine function for every value of x as a dotted line.

Dealer Z charges $450 per contract plus a fee of $6,000. Dealer X will sell at most 100 contracts, dealer Y at most 90, and dealer Z at most 70. The minimum transaction volume from any dealer is 30 contracts if any are transacted with that dealer. How should we minimize the cost of purchasing 150 contracts? LpBinary) The dealers variable simply contains the dictionary identifiers that are used to reference lists and dictionaries later on. The variable_costs and fixed_costs variables are dictionaries that contain their respective contract cost and fees charged by each dealer.

Info Chapter 1 The IPython Notebook The IPython Notebook is the web-based interactive computing interface of IPython used for the whole computation process of developing, documenting, and executing the code. This section covers some of the common features in IPython Notebook that you may consider using for building financial applications. Here is a screenshot of the IPython Notebook in Windows OS: Notebooks allow in-browser editing and executing of the code with the outputs attached to the code that generated them.

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