Python for Finance: Analyze Big Financial Data

Tools The success and popularity of a programming language result to some extent from the tools that are ...

$ ipython Python 2.7.6 |Anaconda 1.9.2 (x86_64)| (default, Feb 10 2014, 17:56:29) Type “copyright”, “credi ...

Figure 2-2. IPython’s QT console Basic usage In what follows, we describe the basic usage of the IPytho ...

Headings for text structuring, e.g., section heads Figure 2-3. IPython’s browser-based Notebook The diffe ...

HTML5 slides Making use of different cell markings for slide shows, a Notebook file is converted into a ...

“plt.plot(a, b, ‘b^’)\n”, “plt.grid(True)” ], “language”: “python”, “metadata”: {}, “outputs”: [ ...

Figure 2-4 shows the same code both in a raw text cell (which looks the same as the preceding text) ...

Figure 2-4. Screenshot of IPython Notebook with Markdown rendering The LaTeX code that describes E ...

Figure 2-5. Markdown and LaTeX for financial formulae Magic commands One of IPython’s strengths lies in ...

In interactive computing, magic commands can, for example, be used for simple profiling tasks. For such a ...

list of all bookmarks: In [ 6 ]: %bookmark py4fi In [ 7 ]: %bookmark -l Current bookmarks: py4fi -> /Users/yhilpi ...

Code browser Browsing of classes and functions Project management Defining and managing projects; generating to- ...

Figure 2-6. Screenshot of Spyder ...

Conclusions If you are a beginner or casual Python developer or an expert coming from a different programming ...

Further Reading The following web resources are helpful with regard to the topics covered in this chapter: http ...

Chapter 3. Introductory Examples Quantitative analysis, as we define it, is the application of mathematical and ...

Implied Volatilities Given an option pricing formula like the seminal one of Black-Scholes-Merton (1973), implied v ...

The different parameters have the following meaning: St Price/level of the underlying at time t Constant v ...

The financial and numerical tools needed are now complete — even if only roughly described — and we ca ...

”’ from math import log, sqrt from scipy import stats S0 = float(S0) d1 = (log(S0 / K) + (r + 0.5 * sigma * ...