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EuroSciPy 2013

Brussels, Belgium - August 21-24 2013

Efficient Financial and Data Analytics with Python, pandas & Co.

Yves Hilpisch

Abstract

Visixion uses Python since years for a great variety of financial analytics tasks and projects. Recent developments have given Python a further push in this area relative to established tool-sets or languages like Matlab, R, C++, etc. This talk shows how Python can be applied to make your financial and data analytics more efficient.

By using concrete IPython Notebook examples, the talk covers the following topics:

  • financial data analysis
  • rapid financial engineering
  • derivatives analytics
  • fast Monte Carlo simulation
  • parallel code execution
  • graphical analyses

Among others, the talk touches upon the following Python libraries and tools:

  • NumPy
  • SciPy
  • pandas
  • PyTables
  • IPython (Notebook)

Dr. Yves J. Hilpisch is Managing Partner of Visixion GmbH - The Python Quants.

Sponsors