Python for Quants: Python

The first day is devoted to understanding how to think in Python. We start by demonstrating the IPython interactive environment and how it can be used for rapid application development. The pace of this day is determined by previous exposure to Python. Even experienced Python programmers report learning new ideas from the experts that teach this course.

• Data-types (strings, lists, dictionaries, files)
• Syntax and language structure
• Creating and importing modules
• Reading and writing files
• Overview of the standard library
• Introduction to object oriented programming

Python for Quants: NumPy

On the second day, the NumPy extension module to Python is exposed as a tool for rapidly manipulating and processing large data-sets.

• Basic operations and manipulations on N-dimensional arrays
• Understanding the N-dimensional data structure
• Using vectorization to process arrays with implicit loops
• Understanding slicing and broadcasting
• Dealing with large data-sets
• Working with "structured" arrays
• Reading and writing data
• Filtering and plotting an array of Dow Jones closing data

Python for Quants: SciPy and extension modules

Overview of SciPy with examples chosen according to attendees' needs (interpolation, curve-fitting, optimization, etc.)

• Creating Extension modules
• Interacting with other languages: Weave, Cython, SWIG, f2py
• Calculating options pricing using Black-Scholes models
• Estimating volatility using GARCH
• Calculating implied volatility for Black-Scholes models
• Using a Monte Carlo simulation to calculate an option price

Software Craftmanship in Python

The art of computer programming develops in concert with the tools available for coding. This course reviews important concepts from software engineering and places them in the context of coding in Python. This course can be targeted particularly towards a technical audience or developers who interact with a technical audience. Participants will receive guidance and experience to help improve the quality of their code.

• Coding modes and basic concepts
• Naming variables
• Documenting code
• Coding standards
• Python programming style
• Code evolution
• Testing code

Introduction to UIs and Visualization

This one day course is a condensed version of portions of the 3-day course which covers just the basics of Traits and Chaco. Students will learn the basics of Traits and how to build simple interactive visualizations with Chaco. Topics included:

Traits

• Notification
• Visualization
• Validation
• Initialization
• Delegation

Chaco

• Integration into Traits UI
• Scatter and line plots
• Image plots
• Containers for layout
• Simple tool creation for event handling
• Introduction to overlays