Python for Finance: Analyze Big Financial Data

Financial Plots

3D Plotting

Conclusions

Further Reading

6. Financial Time Series

pandas Basics

First Steps with DataFrame Class

Second Steps with DataFrame Class

Basic Analytics

Series Class

GroupBy Operations

Financial Data

Regression Analysis

High-Frequency Data

Conclusions

Further Reading

7. Input/Output Operations

Basic I/O with Python

Writing Objects to Disk

Reading and Writing Text Files

SQL Databases

Writing and Reading NumPy Arrays

I/O with pandas

SQL Database

From SQL to pandas

Data as CSV File

Data as Excel File

Fast I/O with PyTables

Working with Tables

Working with Compressed Tables

Working with Arrays

Out-of-Memory Computations

Conclusions

Further Reading

8. Performance Python

Python Paradigms and Performance

Memory Layout and Performance

Parallel Computing

The Monte Carlo Algorithm

The Sequential Calculation

The Parallel Calculation