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yhilpisch / 01_overview.md
Last active 9 months ago
01_overview.md
https://gist.github.com/d06a4e0987e45c0a8219136f027c3769 (day 1)
https://gist.github.com/26b02c85c5d3b67034bd55b29e12e549 (day 2)
Slides
http://hilpisch.com/intpython.pdf
Recommended Books
Matt Harrison (2017): Illustrated Guide to Python 3.
Luciano Ramalho (2015): Fluent Python. O'Reilly.
Jake VanderPlas (2016): Python Data Science Handbook. O'Reilly.
Gael Varoquaux et al. (2017): SciPy Lecture Notes. http://www.scipy-lectures.org/
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02_program_overview.md
Program Overview
The training is over two days, with a total of four modules and eight sections.
Every section is about 90 minutes long, followed by a short break or a longer (lunch) break.
The style of the training is interactive throughout, meaning that the material is developed live during the sections.
The participants will also work on exercises related to the topics of the singe sections.
Day 1
Module 1 — Python
This module is a review of Python infrastructure elements and basic Python idioms.
The goal of this module is to be able to set up a proper Python environment, to know about basic tools and to be aware of basic
Python functionality.
Module 2 — NumPy
This module covers numerical operations and algorithms with NumPy for finance.
NumPy is a central package in numerical and financial analysis. It allows for the performant implementation of financial
algorithms based on concise, vectorized code.
The goal of this module is to understand the benefits of NumPy compared to pure Python code in finance.
Day 2
Module 3 — pandas
This module is about data analysis and visualization with pandas for finance.
pandas has become the central data analysis tool in the Python ecosystem. It is powerful, among others, in handling financial
time series data, in visualizing such data and implementing algorithms on such data sets.
The goal of this module is to be aware of the capabilities of pandas and to be able to apply pandas to typical financial analytics
tasks.
Module 4 — OOP
The final module addresses object-oriented programming (OOP) in Python based on finance examples.
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OOP is a powerful programming paradigm with many benefits over simple procedural implementations. Among others, it
allows a simplified modeling of real-world and financial object, to avoid redundancies, to simplify code maintenance and re-
usability.
The goal of this module is to be aware of basic OOP features in Python and to implement financial algorithms in a re-usable
fashion.
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03_python_envs.md
Windows
Miniconda
How to install Miniconda:
https://conda.io/docs/user-guide/install/windows.html
https://repo.continuum.io/miniconda/Miniconda3-latest-Windows-x86_64.exe
Python
See http://conda.io
And: https://conda.io/docs/user-guide/tasks/manage-environments.html
Mac OS
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System
For installing the brew package manager, follow the instructions under:
https://brew.sh/
Miniconda
To download and install it:
wget https://repo.continuum.io/miniconda/Miniconda3-latest-MacOSX-x86_64.sh
bash miniconda.sh
Python
See http://conda.io
Linux
System
Doing system updates and installing system tools in the terminal/on the shell:
apt-get update
apt-get upgrade
apt-get install wget bzip2 screen vim gcc [MORE IF NEEDED]
Miniconda
To download and install it:
Python
See http://conda.io
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8/2/2019 01_overview.md · GitHub
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04_docker_basics.md
Installation
Detailed installation instructions are found under:
https://docs.docker.com/engine/installation/
Linux/Mac
To test whether it is installed, open a terminal window and type:
docker version
Windows
Open the Docker Quickstart Terminal.
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8/2/2019 01_overview.md · GitHub
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