Resources for the Projects

Python Programming Language

Python is a general purpose interpreted programming language which is becoming dominant in finance, data science and many other fields. It is remarcably easy to learn so don't be frightened if you have no previous exposure to it. The Tradeworx and Quantopian APIs are both Python-based.

  • The official Python beginner's guide;

  • The official tutorial to NumPy, the numerical extension to Python used by virtually every scientific library;

  • Pandas is a recent library geared toward data science. It implements among other things a data-frame structure, similar to R's.

Extras

  • Cvxpy is the library for convex optimization developed by Prof. Boyd's group;

  • For those interested in machine learning we recommend scikit-learn;

  • The iPython notebook is an interactive web based editor and great way to edit and collaborate on code;

  • The Bokeh plotting library allows to generate web pages for interactive data visualization.