Python for Finance

What's is Python?

• A short definition | Wikipedia

Python installation

• Download or ActivePython or Anaconda
• YouTube: Windows 7 (6m12s) | Mac (22m25s)

"Python for Finance" by Yuxing Yan

• Second edition:Publisher | Amazon | book cover | errata
• First edition: Publisher | Amazon | book cover
• Chinese version:Amazon.cn | book cover
• Korean version: website | | book cover
•   Request a free copy: click here

Free books and reference cards

• Python for Informatics | or here | Learn Python the Hard Way
• Python programming | Python for Econometrics,Statistics and Data Analysis | or here | Python for Data Analysis
• How to Think Like a Computer Scientist Learning with Python | here
• Text processing in Python | PLEAC-Python
• (the eff-bot guide to) The Standard Python Library
• Invent with Python
• Ref cards: v2.7 | or here | 2 | or here | v3
• Python for programmers
• Using Python as a financial calculator

More advanced materials

• Python for Econometrics, Statistics & Data Analysis| or here
• Phthon for option | Value at Risk
• Fama-MacBeth regression
• Siriwardane's codes for asset pricing
• Financial Modelling in Python
• test

Python for high-freuency data

• TAQ manual: (v1.1.8, 2008)
• TickData manual: (US Equiy)
• MSFT quote | Google finance
• Data sources: DTAQ | MTAQ | TickData

Important modules

• NumPy | SciPy | matplostlib | Pandas | [manual] | statsmodels

Discussion groups etc

• Python for Quants | Phthon in finance | YouTube: For absolute begineers (9m6s)

Courses

• Hacking with Python