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首页Python金融实战:第二版,金融数据分析与量化建模指南
"《Python for Finance 2》是一本由金融专家Yves Hilpisch编著的实战指南,专为金融行业开发人员和量化分析师设计,旨在介绍如何使用Python进行金融应用和交互式金融分析。本书针对Python 3进行了更新,反映出金融业界对Python的广泛应用,特别是在构建核心交易和风险管理系统的背景下。 书中通过大量的实际案例和互动式IPython Notebook,作者引导读者逐步掌握Python语言,重点在于数据驱动的金融决策。内容涵盖了Python在金融领域的关键库和工具,如用于金融建模、模拟与风险分析的Monte Carlo模拟框架,这些都是基于一个大型、现实主义的案例研究构建的。这使得读者能够理解和应用Python技术来处理复杂金融问题,提升效率和精度。 此外,本书不仅关注理论知识,更注重实践操作,确保读者能够在实践中熟练运用Python进行金融工程和量化投资。版权信息显示,这本书在2019年首次出版,第二版于2018年修订,包括了2018年11月的第一次发布。《Python for Finance 2》适合金融机构、分析师、程序员以及对金融和编程有兴趣的学习者,无论是为了专业发展还是个人兴趣,都能从中获得宝贵的洞见和技能提升。读者可以在O'Reilly Media的在线平台上获取更多相关资源和支持,或通过联系方式获取教育、商业和销售推广的定制服务。"
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• Our company website
• My private website
• Our Python books website
• Our online training website
• The Certificate Program website
From all the offerings that we have created over the last few years, I am most proud of
our Certicate Program in Python for Algorithmic Trading. It provides over 150 hours
of live and recorded instruction, over 1,200 pages of documentation, over 5,000 lines
of Python code, and over 50 Jupyter Notebooks. The program is offered multiple
times per year and we update and improve it with every cohort. The online program
is the first of its kind, in that successful delegates obtain an official university certifi‐
cate in cooperation with htw saar University of Applied Sciences.
In addition, I recently started The AI Machine, a new project and company to stand‐
ardize the deployment of automated, algorithmic trading strategies. With this project,
we want to implement in a systematic and scalable fashion what we have been teach‐
ing over the years in the field, in order to capitalize on the many opportunities in the
algorithmic trading field. Thanks to Python—and data-driven and AI-first finance—
this project is possible these days even for a smaller team like ours.
I closed the preface for the first edition with the following words:
I am really excited that Python has established itself as an important technology in the
financial industry. I am also sure that it will play an even more important role there in
the future, in fields like derivatives and risk analytics or high performance computing.
My hope is that this book will help professionals, researchers, and students alike make
the most of Python when facing the challenges of this fascinating field.
When I wrote these lines in 2014, I couldn’t have predicted how important Python
would become in finance. In 2018, I am even happier that my expectations and hopes
have been so greatly surpassed. Maybe the first edition of the book played a small part
in this. In any case, a big thank you is in order to all the relentless open source devel‐
opers out there, without whom the success story of Python couldn’t have been
written.
Conventions Used in This Book
The following typographical conventions are used in this book:
Italic
Indicates new terms, URLs, and email addresses.
Preface | xv
Constant width
Used for program listings, as well as within paragraphs to refer to software pack‐
ages, programming languages, file extensions, filenames, program elements such
as variable or function names, databases, data types, environment variables, state‐
ments, and keywords.
Constant width italic
Shows text that should be replaced with user-supplied values or by values deter‐
mined by context.
This element signifies a tip or suggestion.
This element signifies a general note.
This element indicates a warning or caution.
Using Code Examples
Supplemental material (in particular, Jupyter Notebooks and Python scripts/
modules) is available for usage and download at http://py4.pqp.io.
This book is here to help you get your job done. In general, if example code is offered
with this book, you may use it in your programs and documentation. You do not
need to contact us for permission unless you’re reproducing a significant portion of
the code. For example, writing a program that uses several chunks of code from this
book does not require permission. Selling or distributing a CD-ROM of examples
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cant amount of example code from this book into your product’s documentation does
require permission.
We appreciate, but do not require, attribution. An attribution usually includes the
title, author, publisher, and ISBN. For example: “Python for Finance, 2nd Edition, by
Yves Hilpisch (O’Reilly). Copyright 2019 Yves Hilpisch, 978-1-492-02433-0.”
xvi | Preface
If you feel your use of code examples falls outside fair use or the permission given
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Preface | xvii
Acknowledgments
I want to thank all those who helped to make this book a reality—in particular, the
team at O’Reilly, who really improved my manuscript in many ways. I would like to
thank the tech reviewers, Hugh Brown and Jake VanderPlas. The book benefited from
their valuable feedback and their many suggestions. Any remaining errors, of course,
are mine.
Michael Schwed, with whom I have been working closely for more than ten years,
deserves a special thank you. Over the years, I have benefited in innumerable ways
from his work, support, and Python know-how.
I also want to thank Jason Ramchandani and Jorge Santos of Refinitiv (formerly
Thomson Reuters) for their continued support not only of my work but also of the
open source community in general.
As with the first edition, the second edition of this book has tremendously benefited
from the dozens of “Python for finance” talks I have given over the years, as well as
the hundreds of hours of “Python for finance” trainings. In many cases the feedback
from participants helped to improve my training materials, which often ended up as
chapters or sections in this book.
Writing the first edition took me about a year. Overall, writing and upgrading the sec‐
ond edition also took about a year, which was quite a bit longer than I expected. This
is mainly because the topic itself keeps me very busy travel- and business-wise, which
I am very grateful for.
Writing books requires many hours in solitude and such hours cannot be spent with
the family. Therefore, thank you to Sandra, Lilli, Henry, Adolf, Petra, and Heinz for
all your understanding and support—not only with regard to writing this book.
I dedicate the second edition of this book, as the first one, to my lovely, strong, and
compassionate wife Sandra. She has given new meaning over the years to what family
is really about. Thank you.
— Yves
Saarland, November 2018
xviii | Preface
PART I
Python and Finance
This part introduces Python for finance. It consists of two chapters:
• Chapter 1 briefly discusses Python in general and argues in some detail why
Python is well suited to addressing the technological challenges in the financial
industry as well as in financial data analytics.
•
Chapter 2 is about Python infrastructure; it provides a concise overview of
important aspects of managing a Python environment to get you started with
interactive financial analytics and financial application development in Python.
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