Mastering Python for Finance


Mastering Python for Finance
by James Ma Weiming
pages 页数: 340 pages
Publisher Finelybook 出版社: Packt Publishing (29 April 2015)
Language 语言: English
ISBN-10 书号: 1784394513
ISBN-13 书号: 9781784394516


Book Description
Built initially for scientific computing,Python quickly found its place in finance. Its flexibility and robustness can be easily incorporated into applications for mathematical studies,research,and software development.
With this book,you will learn about all the tools you need to successfully perform research studies and modeling,improve your trading strategies,and effectively manage risks. You will explore the various tools and techniques used in solving complex problems commonly faced in finance.
You will learn how to price financial instruments such as stocks,options,interest rate derivatives,and futures using computational methods. Also,you will learn how you can perform data analytics on market indexes and use NoSQL to store tick data.
Contents
1: PYTHON FOR FINANCIAL APPLICATIONS
2: THE IMPORTANCE OF LINEARITY IN FINANCE
3: NONLINEARITY IN FINANCE
4: NUMERICAL PROCEDURES
5: INTEREST RATES AND DERIVATIVES
6: INTERACTIVE FINANCIAL ANALYTICS WITH PYTHON AND VSTOXX
7: BIG DATA WITH PYTHON
8: ALGORITHMIC TRADING
9: BACKTESTING
10: EXCEL WITH PYTHON

What you will learn
Perform interactive computing with IPython Notebook
Solve linear equations of financial models and perform ordinary least squares regression
Explore nonlinear modeling and solutions for optimum points using root-finding algorithms and solvers
Discover different types of numerical procedures used in pricing options
Model fixed-income instruments with bonds and interest rates
Manage big data with NoSQL and perform analytics with Hadoop
Build a high-frequency algorithmic trading platform with Python
Create an event-driven backtesting tool and measure your strategies
Authors
James Ma Weiming
James Ma Weiming works with high-frequency,low-latency trading systems,writing his own programs and tools,most of which are open sourced. He is currently supporting veteran traders in the,trading pits of the Chicago Board of Trade devising strategies to game the market. He graduated from the Stuart School of Business at Illinois Institute of Technology with a master of science degree in finance.
He started his career in Singapore after receiving his bachelor's degree in computer engineering from Nanyang Technological University and diploma in information technology from Nanyang Polytechnic. During his career,he has worked in treasury operations handling foreign exchange and fixed income products. He also developed mobile applications with a company operating a funds and investments distribution platform.

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