Brian TenHarmsel is a US Treasury Trader and Developer at a proprietary trading firm. He uses Python for a wide range of daily tasks to support his business. As a self-taught programmer he is constantly impressed at the wealth of knowledge available in the Python community. In his talk he will give examples of how he leverages great Python libraries such as Pandas, Matplotlib, Multiprocessing, and Scipy for data management, visualization and simulation. Specific topics include:
- Management and alignment of data flat files from multiple sources into a single time-series
- Combining Python iterators, map functions, and Multiprocessing to effieciently produce simulation results
- Visualizing time-series data and simulation result surface plots
- Q&A on quantitative trading
Also, Dave Brondsema will be giving us his annual "What I loved at PyCon" talk.