Python for Finance: Analyze Big Financial Data

(Elle) #1

numpy.linalg sublibrary, Individual basis functions


numpy.random sublibrary, Random Numbers


universal functions, Basic Analytics


writing/reading arrays, Writing and Reading NumPy Arrays


NUTS algorithm, Introductory Example


O


OANDA online broker, Real-time FX data


object orientation, Object Orientation–Cash Flow Series Class


cash flow series class example, Cash Flow Series Class


definition of, Object Orientation


Python classes, Basics of Python Classes


simple short rate class example, Simple Short Rate Class


observation points, Regression, Unsorted data


OpenPyxl library, Using OpenPyxl


operators, Documentation


optimal decision step, The Valuation Class


optimal stopping problems, American Options, Least-Squares Monte Carlo


optimization


constrained, Constrained Optimization


convex, Convex Optimization–Constrained Optimization


global, Global Optimization


local, Local Optimization


option pricing theory, Normality Tests


ordinary least-squares regression (OLS), Regression Analysis, Multiple dimensions,


Least-Squares Monte Carlo


out-of-memory computations, Out-of-Memory Computations


P


pandas library, pandas Basics–GroupBy Operations


basic analytics, Basic Analytics


benefits of, The Scientific Stack, Technical Analysis


data formats supported, I/O with pandas


data sources supported, Financial Data


DataFrame class, First Steps with DataFrame Class–Second Steps with DataFrame

Free download pdf