January Presentation Night: Zipline and Hython

Two presentations, sponsored by edX (http://edx.org) and Kyruus (http://kyruus.com):

Thomas Wiecki: Zipline

Zipline is a new, BSD-licensed quantitative trading system which allows easy backtesting of investment algorithms on historical data. The system is fundamentally event-driven and a close approximation of how live-trading systems operate. Input of historical data and output of performance statistics is based on Pandas DataFrames to integrate nicely into the existing Python eco-system. Furthermore, statistic and machine learning libraries like matplotlib, scipy, statsmodels, and sklearn integrate nicely to support development, analysis and visualization of state-of-the-art trading systems.

Paul Tagliamonte: Hython

I've created a Lisp variant that's fully hosted on and fully interoperable (in both directions) with Python. This talk will cover the basics of creating and manipulating Python ASTs, as well as a good show of how far they can be pushed with some clever hacks.

Pizza will be sponsored by edX (http://edx.org). Drinks afterwards at Meadhall sponsored by Kyruus (http://kyruus.com). Thanks to our sponsors!