PhillyPUG June 2012 Meetup - Rolling Thunder Talks @ SIG

Agenda:

6:30 PM - 7:00 PM - Food, Networking, and a word from our sponsor (SIG)

7:00 PM - 7:30 PM - ZeroMQ by Eric Windisch

7:30 PM - 8:00 PM - Cython by Jason Paryani

8:00 PM - 8:30 PM - The Zen of Python in Scientific Computing by MCJ

8:30 PM - Leave for happy hour

More details:

ZeroMQ by Eric Windisch

Eric Windisch has written a ZeroMQ-based RPC/Actors mechanism for OpenStack, a Python-based cloud computing controller, as a replacement/alternative to a centralized RabbitMQ messaging queue. Eric will describe the architecture and pattern, for those looking to implement or use similar functionality in their applications.

Eric has been building web-hosting automation since 2002, and has been automating storage and virtualization in a "cloud" model since 2006. He is currently with Cloudscaling, driving OpenStack development and architecture.

Cython by Jason Paryani

Cython ( http://cython.org/ ) is an extension of the python language that allows easy and performant compilation to C/C++. This allows you to easily write python modules that call C or C++ code directly. Also, since it's just an extension of python syntax, it's easy to take existing code and with minor tweaks, achieve near C speeds in some cases. Jason will quickly go through the basic syntactic differences from python, and then show examples of wrapping C libraries, optimizing existing python code, and interacting with numpy in an efficient manner.

Jason works for SIG, Susquehanna International Group, a global financial trading firm headquartered in Bala Cywnwyd, as a Software Developer dealing with strategy research and data analysis. He has been using python for over 5 years, but just in the last couple Jason has grown more interested in inter-operating with C/C++ code. Jason has begun using Cython and Boost.Python extensively to achieve this.

The Zen of Python in Scientific Computing by MCJ

Python owes some of its success to design principles that should be a model for those developing the current generation of computing tools. I'll go over some of these ideas, why they are important, and how things go awry when we fail to respect them. Examples and anti-examples will be presented from python as well as other environments in common use in scientific computation.

Michael Catalano-Johnson (MCJ) has been a quantitative research associate at Susquehanna International Group (SIG) in Bala Cynwyd for the past eleven years and a python user for at least as long, using it for analyzing empirical data, automating routine tasks and prototyping option pricing models. When not working directly on business problems he campaigns for good software (and data analysis) design and practices.