addressalign-toparrow-leftarrow-rightbackbellblockcalendarcameraccwcheckchevron-downchevron-leftchevron-rightchevron-small-downchevron-small-leftchevron-small-rightchevron-small-upchevron-upcircle-with-checkcircle-with-crosscircle-with-pluscrossdots-three-verticaleditemptyheartexporteye-with-lineeyefacebookfolderfullheartglobegmailgooglegroupshelp-with-circleimageimagesinstagramlinklocation-pinm-swarmSearchmailmessagesminusmoremuplabelShape 3 + Rectangle 1ShapeoutlookpersonJoin Group on CardStartprice-ribbonShapeShapeShapeShapeImported LayersImported LayersImported Layersshieldstartickettrashtriangle-downtriangle-uptwitteruserwarningyahoo

Open Source in Quantitative Finance

Dear Python Quants,

we are going open! For the first time, there will be a meetup which does not only focus on Python but on a variety of Open Source technologies useful for and used in Quantitative Finance. Expect a series of shorter talks on the following topics:

Dr. Malcolm Sherrington (Amis Consulting): "Interoperability of Python, Julia & R" -- The Julia programming language is renowned for being very easy to work with and fast. In this talk Dr Malcolm Sherrington discusses a feature which is less well known, how easy it is to utilise modules from other languages, including C, Fortran, C++, Java, R and Python, from within Julia. To show that the cooperation is not all one-way, Malcolm will indicate how Python can use Julia to overcome "two-language" problems.

Antonio Roldao, PhD: "Scala in Finance" -- In recent years, Scala has gained significant traction in a number of Financial Institutions. This talk describes the Pros and Cons of this language for large Big Data systems applied to Finance.

Carole Griffiths (Plotly): "Interactive D3.js Visualizations with Python & R" -- Using Plotly on a a central notebook engine and introducing the widget's.

Yves Hilpisch (TPQ.io): "Open Source Deployment via the Browser" -- It is complex, costly, risky to deploy heterogeneous open source components across an organization. Web-based technologies allow for a central, unified deployment with end users only needing a (current) browser. Such a strategy facilitates introduction and maintenance of OS components for Quant Finance.

Ian Huston (Pivotal): "Bring your Code to Your Data: Embedding Python (& R) in a Distributed Database" -- When working with large volumes of data it makes sense to minimise data movement by doing your analysis close to where your data is stored. I will show how to write Python (and R, Java, C etc) code that runs inside PostgreSQL compatible databases, including the distributed Pivotal Greenplum and HAWQ databases.


The beauty of Open Source technology these days is that there is hardly ever an "either/or" decision to be made -- a best of breed approach and technology blending strategies are in general straightforward to implement. In that sense, Quantitative Finance can tremendously benefit from the right use of Open Source.

Looking forward to another great meetup hosted by Thomson Reuters.

Best,

Yves

P.S. As announced in the last meetup, from now on RSVPs will only be valid if you provide your correct First Name and Last Name in your Meetup profile. This is due to security policies that are in place for most of our sponsors' venues.

Join or login to comment.

  • Yves H.

    Carole's & Malcolm's presentations are also available now:

    http://datapark.io/datascience.html#osqf_london

    April 11, 2015

  • Yves H.

    Ian's & Antonio's slides can now be found here:

    http://datapark.io/datascience.html

    1 · April 4, 2015

  • Saeed A.

    Enjoyed the talks, learned a lot about other languages!

    April 3, 2015

  • Yves H.

    Here the link to my slides from yesterday:

    http://datapark.io/datapark.pdf

    1 · April 3, 2015

  • Yves H.

    Thanks again to Thomson Reuters!

    April 3, 2015

  • Dominic C.

    Very good, I look forward to the next.

    1 · April 3, 2015

  • Björn S.

    Very interesting talks - thanks to the speakers and thanks for organising, Yves!

    April 3, 2015

  • Christophe Le L.

    Great talks

    April 3, 2015

  • Carole G.

    Great meet up. See you all soon. Have a great holiday.

    1 · April 2, 2015

  • Carole G.

    Great meet up. See you all soon. Have a great holiday.

    April 2, 2015

  • Gatis S.

    Great to get a feel of hot topics in quant field and its tools

    1 · April 2, 2015

  • Victor A.

    Will be there. But will be late.

    April 2, 2015

  • Yves H.

    Dear Python Quants,

    I am happy that so many of you RSVPd for next week's event. We will have 5 interesting talks about a variety of Open Source topics relevant to Quant Finance.

    I would like to remind you of the following:

    * You can ONLY attend the event if you provide your FULL NAME (first + last name) on the meetup page (at least 2 days before the event starts); otherwise the reception at Thomson Reuters cannot print your badge and you won't be able to get access. This is due to security policies in place.

    * With this event, we will/need to start tracking no-shows and will apply appropriate measures in this regard in the future. Therefore, please make sure to UPDATE YOUR RSVP in time if necessary (and not 5 minutes before the event starts).

    I hope you understand that the above two measures are necessary to ensure that we are able to conduct similarly attractive events also in the future -- with such generous sponsors like Thomson Reuters. Thanks.

    All the best,

    Yves

    March 27, 2015

    • Armando S.

      I am so sorry but I am canceling at the last minute because unfortunately need to rush back home... Very small chance that I would make it back on time

      April 2, 2015

  • Burkhard K.

    Apologies for the short notice, but I won't be able to make it due to family illness.

    April 1, 2015

  • Yves H.

    Last friendly reminder to update your Meetup profile if necessary to your full name (first + last) if you want to attend Thusday's meetup. Thanks.

    March 31, 2015

  • Camilla M.

    Dropping out because of PyData Paris. Hope someone else has the chance to take my place.

    March 31, 2015

  • Burkhard K.

    I'm guessing this doesn't actually start at 5:30 a.m.? :)

    March 11, 2015

    • Yves H.

      Thanks, Burkhard, changed it -- however, the program is huge ...

      3 · March 11, 2015

Sign up

Meetup members, Log in

By clicking "Sign up" or "Sign up using Facebook", you confirm that you accept our Terms of Service & Privacy Policy