使用Pandas进行金融数据分析实战

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"Mastering pandas for Finance - 一本专注于如何使用开源Python数据分析库pandas进行金融数据处理的专著,作者Michael Heydt。本书旨在帮助读者掌握pandas库,提升在金融领域的数据处理和分析能力。" 在金融领域,数据处理和分析是至关重要的,而pandas作为Python中的一个强大工具,正逐渐成为金融专业人士的标准工具之一。本书"Mastering pandas for Finance"深入浅出地介绍了如何利用pandas进行金融数据的清洗、整合、分析以及可视化,以支持决策制定。 首先,书中会介绍pandas的基础知识,包括Series、DataFrame和Panel等核心数据结构,以及它们在处理金融数据时的应用。读者将学习如何读取和写入各种数据格式(如CSV、Excel、SQL数据库等),这对于金融分析师来说是日常工作中必不可少的技能。 接着,书中将探讨时间序列分析,这是金融数据的一大特点。pandas对时间序列的支持非常出色,包括日期和时间的处理、数据频率转换、缺失值处理、趋势分析等。此外,还会讲解如何使用pandas进行数据聚合、分组和透视,以进行更高级的数据探索和统计分析。 在金融数据清洗方面,本书会讲解如何处理异常值、重复值,以及如何填充缺失值,这些都是金融数据预处理的关键步骤。同时,还会介绍pandas与NumPy、SciPy等科学计算库的集成,用于执行更复杂的数学和统计运算。 在数据分析部分,书中可能会涵盖风险管理、投资组合优化、金融衍生品定价等主题,这些都是利用pandas进行金融建模的实例。此外,书中还可能讨论如何使用pandas进行数据可视化,如通过matplotlib或seaborn创建图表,以便更好地理解和解释金融数据。 最后,可能会涉及pandas在大数据处理中的应用,包括如何与Hadoop、Spark等分布式计算框架集成,以处理大规模的金融数据集。 "Mastering pandas for Finance"是一本全面的指南,不仅教授pandas的使用技巧,还结合了金融领域的实际案例,让读者能够在实践中提升数据处理和分析能力。无论你是金融专业学生、分析师还是从业者,这本书都将是你不可或缺的参考资料。
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Master pandas, an open source Python Data Analysis Library, for financial data analysis About This Book A single source for learning how to use the features of pandas for financial and quantitative analysis. Explains many of the financial concepts including market risk, options valuation, futures calculation, and algorithmic trading strategies. Step-by-step demonstration with interactive and incremental examples to apply pandas to finance Who This Book Is For If you are interested in quantitative finance, financial modeling, and trading, or simply want to learn how Python and pandas can be applied to finance, then this book is ideal for you. Some knowledge of Python and pandas is assumed. Interest in financial concepts is helpful, but no prior knowledge is expected. In Detail This book will teach you to use Python and the Python Data Analysis Library (pandas) to solve real-world financial problems. Starting with a focus on pandas data structures, you will learn to load and manipulate time-series financial data and then calculate common financial measures, leading into more advanced derivations using fixed- and moving-windows. This leads into correlating time-series data to both index and social data to build simple trading algorithms. From there, you will learn about more complex trading algorithms and implement them using open source back-testing tools. Then, you will examine the calculation of the value of options and Value at Risk. This then leads into the modeling of portfolios and calculation of optimal portfolios based upon risk. All concepts will be demonstrated continuously through progressive examples using interactive Python and IPython Notebook. By the end of the book, you will be familiar with applying pandas to many financial problems, giving you the knowledge needed to leverage pandas in the real world of finance. Table of Contents Chapter 1. Getting Started with pandas Using Wakari.io Chapter 2. Introducing the Series and DataFrame Chapter 3. Reshaping, Reorganizing, and Aggregating Chapter 4. Time-series Chapter 5. Time-series Stock Data Chapter 6. Trading Using Google Trends Chapter 7. Algorithmic Trading Chapter 8. Working with Options Chapter 9. Portfolios and Risk