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).