January 08, 2016

Yves Hilpisch on Quantitative Finance

1 hour 10 minutes

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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

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Yves

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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

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By Tobias Macey

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