Python for Finance: Analyze Big Financial Data

(Elle) #1

retrieving data, Financial Data–Financial Data


size of data sets, Input/Output Operations


technical analysis example, Technical Analysis–Technical Analysis


financial plots, Financial Plots–Financial Plots


financial time series data


definition of, Financial Time Series


financial data, Financial Data–Financial Data


high frequency data, High-Frequency Data


pandas library, pandas Basics–GroupBy Operations


regression analysis, Regression Analysis–Regression Analysis


first in, first out (FIFO) principle, Writing Objects to Disk


fixed Gaussian quadrature, Numerical Integration


flash trading, Ever-Increasing Speeds, Frequencies, Data Volumes


Flask framework


benefits of, Rapid Web Applications


commenting functionality, Core functionality


connection/log in, Core functionality


data modeling, Data Modeling


database infrastructure, Imports and database preliminaries


importing libraries, The Python Code


libraries required, Rapid Web Applications


security issues, Core functionality


styling web pages in, Styling


templating in, Templating


traders’ chat room application, Traders’ Chat Room


floats, Floats–Floats


fmin function, Convex Optimization, Calibration Procedure


frequency distribution, A Use Case


ftplib library, Web Basics


full truncation, Square-root diffusion, Square-Root Diffusion


functional programming, Excursion: Functional Programming


Fundamental Theorem of Asset Pricing, Valuation, Fundamental Theorem of Asset


Pricing, Derivatives Portfolios


FX (foreign exchange) data, Real-time FX data

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