{ "metadata": { "kernelspec": { "codemirror_mode": { "name": "ipython", "version": 2 }, "display_name": "IPython (Python 2)", "language": "python", "name": "python2" }, "name": "", "signature": "sha256:7e2371ccb6aedc3ff6c939f51a6c7ba8650227d3d243a97864ce245a5c5497cd" }, "nbformat": 3, "nbformat_minor": 0, "worksheets": [ { "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "#Zipline, Pandas, and IPython Notebook: A Pythonic Toolbox for Quants" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "\n", "\n", "##Why Python?\n", "- Clear, concise, readable syntax.\n", "- Interactive shell is great for exploring data.\n", "- Strong support for stream-based programming allows for natural\n", "expression of out-of-memory computation.\n", "- Easy to interface with C/Fortran, directly or via `Cython`\n", "- Large, dedicated community for **scientific**, **numerical** and **high\n", " performance** computing.\n", " - `numpy`\n", " - `scipy`\n", " - `pandas`\n", " - `ipython`" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "##The Toolbox" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "1. ###IPython and IPython Notebook\n", " - **Takeaways**: \n", " - IPython is a **Better Python Shell**\u2122 \n", " - IPython Notebook allows you to create **saveable** and **shareable** interactive sessions.\n", "2. ###Pandas\n", " - **Takeaways**:\n", " - Pandas provides powerful **data structures** for tabular and time series data.\n", " - If you understand `Series`, you understand `DataFrame` and `Panel`.\n", "3. ###Zipline\n", " - **Takeaways**:\n", " - Zipline is the **open source** backtesting engine that powers Quantopian.\n", " - Anything you want to do on Quantopian that doesn't require our data, you can do with Zipline." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "###Research on Quantopian\n", " - **Takeaways**:\n", " - Quantopian is bringing together the full toolbox, in one place, with access to our curated data sets and APIs for analyzing your Quantopian algorithms." ] } ], "metadata": {} } ] }