Python for Finance: Analyze Big Financial Data

Acknowledgments

I want to thank all those who helped to make this book a reality, in particular those who

have provided honest feedback or even completely worked out examples, like Ben Lerner,

James Powell, Michael Schwed, Thomas Wiecki or Felix Zumstein. Similarly, I would

like to thank reviewers Hugh Brown, Jennifer Pierce, Kevin Sheppard, and Galen

Wilkerson. The book benefited from their valuable feedback and the many suggestions.

The book has also benefited significantly as a result of feedback I received from the

participants of the many conferences and workshops I was able to present at in 2013 and

2014: PyData, For Python Quants, Big Data in Quant Finance, EuroPython, EuroScipy,

PyCon DE, PyCon Ireland, Parallel Data Analysis, Budapest BI Forum and CodeJam. I

also got valuable feedback during my many presentations at Python meetups in Berlin,

London, and New York City.

Last but not least, I want to thank my family, which fully accepts that I do what I love

doing most and this, in general, rather intensively. Writing and finishing a book of this

length over the course of a year requires a large time commitment — on top of my usually

heavy workload and packed travel schedule — and makes it necessary to sit sometimes

more hours in solitude in front the computer than expected. Therefore, thank you Sandra,

Lilli, and Henry for your understanding and support. I dedicate this book to my lovely

wife Sandra, who is the heart of our family.

Yves Saarland, November