Python for finance
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What's is Python?
A short definition
|
Wikipedia
Install Python
Download
or
ActivePython
or
Anaconda
YouTube:
Windows 7 (6m12s)
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Mac (22m25s)
Book: Python for Finance by Yuxing Yan (me)
Ppublisher's web page
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Amazon's web page
Book cover
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Errata
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Author portal
Using Python as a financial calculator
To send me an email: click
here
Free books and reference cards
Python programming
Learn Python the hard way by Shaw
Python for Econometrics, Statistics & Data Analysis by Sheppard (405p)
How to Think Like a Computer Scientist Learning with Python by Downey, Elkenre and Meyers (280p)
|
or here
Text processing by Mertz and Wesley
PLEAC-Python
(the eff-bot guide to) The Standard Python Library
Invent Your Own Computer Games with Python by Sweigart
Python for Data Analysis by McKinney |
or here
Ref cards:
v2.7
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or here
|
2
|
or here
| v3
More advanced materials
Python for Econometrics, Statistics & Data Analysis
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or here
Phthon for option
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Value at Risk
Fama-MacBeth regression
Siriwardane's codes for asset pricing
Financial Modelling in Python
test
Python for high-freuency data
TAQ data manual:
(v1.1.8, 2008)
TickData manual:
(US Equiy)
MSFT quote
Google finance
Data sources:
DTAQ
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MTAQ
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TickData
Important modules
NumPy
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SciPy
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matplostlib
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Pandas
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statsmodels
Discussion groups etc
Python for Quants
Phthon in finance
YouTube:
For absolute begineers (9m6s)
Economics & Finance Dept
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Wehle Business School
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Canisius College
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