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For Python Quants Bootcamp

This is the Gist the For Python Quants Bootcamp in London, 21.-24. November 2017 (http://fpq.io)

Notebooks & Code Files

Additional files (eg Jupyter Notebooks) are found under:

https://gist.github.com/4ffd92694bee6092b5de639b6ee83dc3 (day 1)

https://gist.github.com/2561a238e9d78744207a05ab1d110e18 (day 2)

https://gist.github.com/4cd52f1af9a4cd5af3be739659ba2947 (day 3)

https://gist.github.com/d04fd0a17ed9579b11b6b23fa99b2746 (day 4)

Slides

http://hilpisch.com/bootcamp.pdf

Wifi

Fitch Guest

Ft1ch#2016#!

Twitter Handle

http://twitter.com/dyjh

Recommended Books

  • Jake VanderPlas (2016): Python Data Science Handbook. O'Reilly.
  • Wes McKinney (2017): Python for Data Analysis. 2nd ed., O'Reilly.
  • Luciano Ramalho (2015): Fluent Python. O'Reilly.

Python Cheat Sheets

Setting Up the Python Environment (Windows)

Miniconda

How to install Miniconda:

https://conda.io/docs/user-guide/install/windows.html

Python

See http://conda.io

Also see https://conda.io/docs/_downloads/conda-cheatsheet.pdf

To create an environment execute in the terminal ("command prompt"):

conda create -n fpq python=3.6
activate fpq

To install Python packages and start Jupyter execute in the terminal:

conda install ipython jupyter numpy pandas scikit-learn matplotlib pytables
jupyter notebook

Setting Up the Python Environment (Mac)

Mac OS

Installing the brew package manager:

https://brew.sh/

Some OS tools:

brew install wget screen [MORE IF NEEDED]

Miniconda

To download and install it:

wget https://repo.continuum.io/miniconda/Miniconda3-latest-Linux-x86_64.sh -O miniconda.sh
bash miniconda.sh

Open new shell instance to activate the Python installation.

Python

See http://conda.io

Also see https://conda.io/docs/_downloads/conda-cheatsheet.pdf

To create an environment execute:

conda create -n fpq python=3.6
source activate fpq

To install Python packages and start Jupyter execute in the terminal:

conda install ipython jupyter numpy pandas scikit-learn matplotlib pytables
jupyter notebook

Setting Up the Python Environment (Linux)

Linux OS

OS updates and tools:

apt-get update
apt-get upgrade
apt-get install wget bzip2 screen vim gcc

Miniconda

To download and install it:

wget https://repo.continuum.io/miniconda/Miniconda3-latest-Linux-x86_64.sh -O miniconda.sh
bash miniconda.sh

Open a new shell instance to activate the Python installation.

Python

See http://conda.io

Aslo see https://conda.io/docs/_downloads/conda-cheatsheet.pdf

To create an environment execute:

conda create -n fpq python=3.6
source activate fpq

To install Python packages and start Jupyter execute in the terminal:

conda install ipython jupyter numpy pandas scikit-learn matplotlib pytables
jupyter notebook

Some Docker Basics

[Not needed for the bootcamp.]

Linux/Mac

To test whether it is installed, open a terminal window and type:

docker version

To run a docker container type:

docker run -ti -h fpq -p 8888:8888 ubuntu:latest /bin/bash

Windows

Open the Docker Quickstart Terminal.

To run a docker container type:

docker run -ti -h fpq -p 8888:8888 -e MACHINE_IP=$(docker-machine ip) ubuntu:latest /bin/bash

Links to Platforms

Quant Platform

http://pqp.io

DigitalOcean (just in case)

setting up an account with 10 USD starting credit: https://m.do.co/c/fbe512dd3dac

Plotly

http://plot.ly

getting started: https://plot.ly/python/getting-started/

Oanda

general http://oanda.com

demo account https://www.oanda.com/register/#/sign-up/demo

The Python Quants

http://twitter.com/dyjh

team@tpq.io | http://fpq.io

http://pyalgo.tpq.io | http://certificate.tpq.io

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