01_intpy_day_1_overview.md

Intermediate Python for Finance Training

This is the Gist for Day 1 of the Intermediate Python for Finance Training in London, 28. November 2017

Agenda

Module 1 — Python

This module is a review of Python infrastructure elements and basic Python idioms.

The goal of this module is to be able to set up a proper Python environment, to know about basic tools and to be aware of basic Python functionality.

Module 2 — NumPy

This module covers numerical operations and algorithms with NumPy for finance.

NumPy is a central package in numerical and financial analysis. It allows for the performant implementation of financial algorithms based on concise, vectorized code.

The goal of this module is to understand the benefits of NumPy compared to pure Python code in finance.

Notebooks & Code Files

Below you find the all the notebooks and code files as worked on during this day.

The Python Quants

http://twitter.com/dyjh

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

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

02_first_steps.ipynb

99_day_1_exercises.ipynb