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
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
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.