Wes McKinney at AQR and how he uses python for financial analytics
Other Useful tidbits I picked up from the demo
- scikits.statsmodels package, http://scipystats.blogspot.com/
- SciPy and NumPy, http://scipy.org/
- cython, http://www.cython.org/
- pandas, http://code.google.com/p/pandas/ Great library written by Wes McKinney (AQR Capital Management, LLC)
- Python Interface to R: http://rpy.sourceforge.net/
Now for a bit of a tangent 😉
He made a comment about transitioning from prototyping to a “Production” ready system which is relevant to what I do professionally. In the scientific or finance world this often involves using tools such as Mathcad or Mathematica to prototype your work and then having to take that prototype and build it into your production application.
This may mean handing the prototype off to another team entirely. There are many places for errors to creap in and the process around making enhancements or updates can be slow and combersome.
I’m doing significant research into how to improve this now so I’ll write about this separately as I have something substantial. Let me know if you have found any methods that work for you. Stay tuned!!!