Two presentations, sponsored by edX and Kyruus:
Thomas Wiecki: Zipline
Zipline is a new, BSD-licensed quantitative trading system which allows easy backtesting of investment algorithms on historical data. The system is fundamentally event-driven and a close approximation of how live-trading systems operate. Input of historical data and output of performance statistics is based on Pandas DataFrames to integrate nicely into the existing Python eco-system. Furthermore, statistic and machine learning libraries like matplotlib, scipy, statsmodels, and sklearn integrate nicely to support development, analysis and visualization of state-of-the-art trading systems.
Paul Tagliamonte: Hython
I've created a Lisp variant that's fully hosted on and fully interoperable (in both directions) with Python. This talk will cover the basics of creating and manipulating Python ASTs, as well as a good show of how far they can be pushed with some clever hacks.
Pizza will be sponsored by edX. Drinks afterwards at Meadhall sponsored by Kyruus. Thanks to our sponsors!