ISBN:
9781783985111
,
1783985119
Sprache:
Englisch
Seiten:
1 online resource (1 volume)
,
illustrations.
Serie:
Community experience distilled
Schlagwort(e):
Python (Computer program language)
;
Finance
;
Quantitative research
;
Open source software
;
Electronic books
;
Electronic books ; local
Kurzfassung:
Master pandas, an open source Python Data Analysis Library, for financial data analysis In Detail This book will teach you to use Python and the Python Data Analysis Library (pandas) to solve real-world financial problems. Starting with a focus on pandas data structures, you will learn to load and manipulate time-series financial data and then calculate common financial measures, leading into more advanced derivations using fixed- and moving-windows. This leads into correlating time-series data to both index and social data to build simple trading algorithms. From there, you will learn about more complex trading algorithms and implement them using open source back-testing tools. Then, you will examine the calculation of the value of options and Value at Risk. This then leads into the modeling of portfolios and calculation of optimal portfolios based upon risk. All concepts will be demonstrated continuously through progressive examples using interactive Python and IPython Notebook. By the end of the book, you will be familiar with applying pandas to many financial problems, giving you the knowledge needed to leverage pandas in the real world of finance. What You Will Learn Modeling and manipulating financial data using the pandas DataFrame Indexing, grouping, and calculating statistical results on financial information Time-series modeling, frequency conversion, and deriving results on fixed and moving windows Calculating cumulative returns and performing correlations with index and social data Algorithmic trading and backtesting using momentum and mean reversion strategies Option pricing and calculation of Value at Risk Modeling and optimization of financial portfolios Downloading the example code for this book. You can download the example code files for all Packt books you have purchased from your account at http://www.PacktPub.com. If you purchased this book elsewhere, you can visit http://www.PacktPub.com/support and register to have the files e-mailed directly to you.
Anmerkung:
Includes index. - Description based on online resource; title from cover (Safari, viewed June 10, 2015)
URL:
https://learning.oreilly.com/library/view/-/9781783985104/?ar
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