涛神 通联数据 量化分析师的Python日记

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taotao.li@datayes.com06/02/2016Python|Quant|UQER1Copyright©2016DataYes.Allrightsreserved2Copyright©2016DataYes.AllrightsreservedAgendaPython!What?Why?1PythonforDataAnalysis2PythonforFinanceQuantTopic3Demo45Q&A3Copyright©2016DataYes.AllrightsreservedAgendaPython!What?Why?1PythonforDataAnalysis2PythonforFinanceQuantTopic3Demo45Q&A4Copyright©2016DataYes.AllrightsreservedPython!What?Why?ComputerProgrammingLanguage5Copyright©2016DataYes.AllrightsreservedPython!What?Why?LowLevelHighLevelAnalyticX86Instructions,ShellC,C++,JAVA,Python,MatlabPython,SQL,Matlab,R6Copyright©2016DataYes.AllrightsreservedPython!What?Why?HighLevelAnalyticBuildingApplicationsDoanalyticsPython7Copyright©2016DataYes.AllrightsreservedPython!What?Why?Demo18Copyright©2016DataYes.AllrightsreservedAgendaPython!What?Why?1PythonforDataAnalysis2PythonforFinance3Demo45Q&A9Copyright©2016DataYes.AllrightsreservedPythonforDataAnalysis10Copyright©2016DataYes.AllrightsreservedPythonforDataAnalysis•pandas:BirthatAQR;Aimingatprocessingfinancialdata•sklearn:Machinelearninglibrary•matplotlib:DataVisualization•numpy:Processing,optimization,statisticsandsoon•scipy:Algebra,N-arrayalgorithms11Copyright©2016DataYes.AllrightsreservedPythonforDataAnalysisDemo212Copyright©2016DataYes.AllrightsreservedAgendaPython!What?Why?1PythonforDataAnalysis2PythonforFinance3Demo45Q&A13Copyright©2016DataYes.AllrightsreservedPythonforFinanceAsaquant,I’veaDream14Copyright©2016DataYes.AllrightsreservedPythonforFinanceResearchFamily70%30%15Copyright©2016DataYes.AllrightsreservedPythonforFinanceAsaquant,hereisthereality16Copyright©2016DataYes.AllrightsreservedPythonforFinancePreparationResearch70%30%17Copyright©2016DataYes.AllrightsreservedPythonforFinance0102050304DEMOonUQER01.Idea05.LiveTrading02.Explore&Analysis03.Strategy04.PaperTrading18Copyright©2016DataYes.AllrightsreservedPythonforFinancechangesareneeded19Copyright©2016DataYes.AllrightsreservedAgendaPython!What?Why?1PythonforDataAnalysis2PythonforFinance3Demo45Q&A20Copyright©2016DataYes.AllrightsreservedDemoLivewithUQER21Copyright©2016DataYes.AllrightsreservedDemoLivewithUQER22Copyright©2016DataYes.AllrightsreservedDemoDemoonUQER23Copyright©2016DataYes.AllrightsreservedProgrammingDataJobFinance/QuantPythonistoquantasEnglishistolifeUQERcompletesyouquants24Copyright©2016DataYes.AllrightsreservedQ&AQ&AThanksforYourWatchingFormore:checkmeonUQERormyblog25

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