Python for Finance: Analyze Big Financial Data

plot method, Basic Analytics

plot_surface function, 3D Plotting

plt.axis method, One-Dimensional Data Set

plt.candlestick, Financial Plots

plt.hist function, Other Plot Styles

plt.legend function, Two-Dimensional Data Set

PNG (portable network graphics) format, Static Plots

Poisson distribution, Random Numbers

polyfit function, Monomials as basis functions

portfolio theory/portfolio optimization

basic idea of, The Data

basic theory, The Basic Theory

capital market line, Capital Market Line

data collection for, The Data

efficient frontier, Efficient Frontier

importance of, Portfolio Optimization

overview of, Normality Tests, Conclusions

portfolio covariance matrix, The Basic Theory

portfolio optimizations, Portfolio Optimizations

portfolio valuation

benefits of analytics library for, Portfolio Valuation

derivatives portfolios, Derivatives Portfolios–A Use Case

derivatives positions, Derivatives Positions–A Use Case

requirements for complex portfolios, Portfolio Valuation

precision floats, Floats

presentation, IPython Notebook for, Basic usage

present_value method, The Valuation Class

principal component analysis (PCA), Principal Component Analysis–Constructing a PCA

Index

applying, Applying PCA

constructing PCA indices, Constructing a PCA Index

DAX index stocks, The DAX Index and Its 30 Stocks

definition of, Principal Component Analysis