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Python | Quant | UQER

taotao.li@datayes.com
06/02/2016

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Agenda

1 Python ! What ? Why ?

2 Python for Data Analysis

3 Python for Finance Quant Topic

4 Demo

5 Q&A
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Agenda

1 Python ! What ? Why ?


2 Python for Data Analysis

3 Python for Finance Quant Topic

4 Demo

5 Q&A
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Python ! What ? Why ?

Computer Programming Language

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Python ! What ? Why ?

Low Level High Level Analytic

X86 Instructions, Shell C, C++, JAVA, Python, Matlab Python, SQL, Matlab, R

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Python ! What ? Why?

High Level Analytic


Python
Building Applications Do analytics

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Python ! What ? Why?

Demo 1

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Agenda

1 Python ! What ? Why ?

2 Python for Data Analysis


3 Python for Finance

4 Demo

5 Q&A
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Python for Data Analysis

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Python for Data Analysis

• pandas : Birth at AQR; Aiming at processing financial data

• sklearn : Machine learning library

• matplotlib : Data Visualization

• numpy : Processing, optimization, statistics and so on

• scipy : Algebra, N-array algorithms

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Python for Data Analysis

Demo 2

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Agenda

1 Python ! What ? Why ?

2 Python for Data Analysis

3 Python for Finance


4 Demo

5 Q&A
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Python for Finance

As a quant, I’ve a Dream

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Python for Finance

30%
Research Family

70%

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Python for Finance

As a quant, here is the reality

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Python for Finance

30%
Preparation Research

70%

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Python for Finance
02. Explore & Analysis

01. Idea 01 02

DEMO on UQER
03. Strategy
05 03
05. Live Trading
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04. Paper Trading


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Python for Finance

changes are needed

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Agenda

1 Python ! What ? Why ?

2 Python for Data Analysis

3 Python for Finance

4 Demo
5 Q&A
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Demo

Live with UQER

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Demo

Live with UQER

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Demo

Demo on UQER

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Programming Data Job Finance/Quant

Python is to quant as English is to life

UQER completes you quants


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Q&A

Thanks for Your Watching

Q&A

For more : check me on UQER or my blog


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