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Python in quantitative finance (#158)


Python in quantitative finance

Presented by Wes McKinney (AQR Capital Management, LLC)

This talk will show how Python and libraries such as NumPy were instrumental at AQR for building a robust research platform for prototyping and implementing quantitative trading models. We will discuss many different tools, including pandas, a new open source library designed for analyzing common financial and economic data sets.

A variety of examples will be presented to explore Python's current status as a replacement for other statistical computing environments (as compared with R, MATLAB, or other commercial and open-source statistical products).


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