Mastering Pandas for Finance

Michael Heydt

  • 出版商: Packt Publishing
  • 出版日期: 2015-05-29
  • 售價: $1,830
  • 貴賓價: 9.5$1,739
  • 語言: 英文
  • 頁數: 259
  • 裝訂: Paperback
  • ISBN: 1783985100
  • ISBN-13: 9781783985104
  • 相關分類: Python程式語言
  • 下單後立即進貨 (約3~4週)

商品描述

Master pandas, an open source Python Data Analysis Library, for financial data analysis

About This Book

  • A single source for learning how to use the features of pandas for financial and quantitative analysis.
  • Explains many of the financial concepts including market risk, options valuation, futures calculation, and algorithmic trading strategies.
  • Step-by-step demonstration with interactive and incremental examples to apply pandas to finance

Who This Book Is For

If you are interested in quantitative finance, financial modeling, and trading, or simply want to learn how Python and pandas can be applied to finance, then this book is ideal for you. Some knowledge of Python and pandas is assumed. Interest in financial concepts is helpful, but no prior knowledge is expected.

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.

商品描述(中文翻譯)

掌握pandas,一個開源的Python數據分析庫,用於金融數據分析

關於本書


  • 這是一本學習如何使用pandas進行金融和量化分析功能的單一資源。

  • 解釋了許多金融概念,包括市場風險、期權估值、期貨計算和算法交易策略。

  • 逐步演示如何使用互動和增量示例將pandas應用於金融領域。

本書適合對象

如果您對量化金融、金融建模和交易感興趣,或者只是想學習如何將Python和pandas應用於金融領域,那麼本書非常適合您。假設您具備一定的Python和pandas知識。對金融概念的興趣有所幫助,但不需要有先備知識。

詳細內容

本書將教您如何使用Python和Python數據分析庫(pandas)解決現實世界的金融問題。

從重點介紹pandas數據結構開始,您將學習如何加載和操作時間序列金融數據,然後計算常見的金融指標,進而進行更高級的衍生物計算,包括固定窗口和移動窗口。然後,您將學習如何將時間序列數據與指數和社交數據相關聯,以構建簡單的交易算法。從那裡,您將學習更複雜的交易算法,並使用開源的回測工具來實施它們。然後,您將研究期權價值和風險值的計算。接著,您將進行投資組合建模和基於風險的最優投資組合計算。所有概念都將通過使用互動式Python和IPython Notebook進行漸進式示例來持續演示。

通過本書,您將熟悉將pandas應用於許多金融問題,從而獲得在金融實際應用中使用pandas所需的知識。