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Summary
Yves Hilpisch is a founder of The Python Quants, a consultancy that offers services in the space of quantitative financial analysis. In addition, they have created open source libraries to help with that analysis. In this episode we spoke with him about what quantitative finance is, how Python is used in that domain, and what kinds of knowledge are necessary to do these kinds of analysis.
Brief Introduction
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We are recording today on December 30th, 2015 and your hosts as usual are Tobias Macey and Chris Patti
Today we are interviewing Yves Hilpisch about Quantitative Finance
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Interview with Yves Hilpisch
Introductions
How did you get introduced to Python? – Chris
Can you explain what Quantitative Finance is? – Tobias
How common is it for Python to be used in an investment bank or hedge fund? – Tobias
What factors contribute to the choice of whether or not to use Python in a Quantitative Finance role? – Tobias
Are there any performance bottle necks or other considerations inherent in using Python for quantitative finance? – Chris
What kind of background is necessary for getting started in Quantitative Finance? – Tobias
What kinds of libraries or algorithms in Python are useful for the day-to-day work of a quant? – Tobias
Is Python actually used to enact the trades? What protocols, APis, and libraries are used in this process? – Chris
Could you please walk us through how a simple analysis using DXAnalytics might work? – Chris
You work for a company called ‘The Python Quants‘. What kinds of services do you provide and what kinds of organizations typically hire you? – Tobias
Picks
Tobias
Kraken by China Miéville
Heroes in Training series
Olympians Graphic Novels
Data Elixir Newsletter
Chris
Hill Farmstead – Edward
Long Trail – Brush & Barrel Series – Culmination Chocolate Porter
Long Trail – Spaaaaaace Juice Double IPA
Flask-RESTLess
Yves
The Willpower Instinct
The Way of the Seal
Sapiens: A Brief History of Humankind
Python High Performance Computing
Keep In Touch
Twitter
Website
Links
Quandl
Yahoo Finance Market Data
Ravenpack
DX Analytics
DataPark.io
Python for Finance
Derivatives Analytics With Python
Python Quants Conference
Open Source for Quant Finance
The intro and outro music is from Requiem for a Fish The Freak Fandango Orchestra / CC BY-SA