11th Python for Quant Finance Meetup

Python for Quant Finance
Python for Quant Finance
Public group
Location image of event venue


Dear Python Quants,

We are up for our next meetup event in Canary Wharf hosted by Thomson Reuters. We just surpassed 1,200 members in our group and I am happy to see that Python still sees so much interest in the financial industry.

The agenda so far:

I. Operating on Encrypted Data Using ZeroDB

MacLane Wilkison

ZeroDB is an open-source end-to-end encrypted database that lets users search, sort, query, and share encrypted data. It can be used by software developers to easily write end-to-end encrypted applications and by enterprises to securely outsource databases to the cloud. GitHub repo: https://github.com/zero-db/zerodb Docs: http://docs.zerodb.io/

II. Combining Multivariate Time Series and Derivatives Analytics

Yves Hilpisch

This talk uses R for multivariate vector auto regression and forecasts parameters of a derivatives pricing model. The forecast results are then used to in turn generate forecasts for the price of a non-traded derivatives instrument using Python & http://dx-analytics.com.

Hope to see you all!



P.S. Remember that you can only get entrance at the building when you provide both your FIRST and LAST name on the meetup page.