Here is a cheat sheet for fast Pandas methods over on Github. Each approach for data analysis is benchmarked. A useful reference.
Stephan Boyer is an engineer at AirBnb, and when he gets home from work he likes to prove theorems in the Coq Proof Assistant. It seems like a great way to become intimately familiar with a mathematical proof!
What an interesting hobby!
I’ve fallen in love with doing Data Analysis using Python and Pandas. Here are some useful ways to get started:
It’s easy to read data from CSV files, Excel files, HDF5, SQL and lots of other data sources. Use the
read_xxx functions for this.
import pandas as pd import os df = pd.read_csv(os.path.expanduser("~/data/mydata.csv")) print(df.head(5)) # output the first 3 observations
Think of a Pandas DataFrame as being like an Excel sheet, with each column being able to have a data type accessable through the
You can use the
head() method and
tail() method to glance at the first and last values of the dataset.
df.describe() gives a quick statistical summary of the dataset.
You can grab a single column of the dataset by name
df['Blah'], or iterate through the rows using the
There is a Quick 10 Minute Introduction over at pydata.org.
Before deciding on a storage solution for Financial Time Series Data, it’s worthwhile having a think about how you are going to use the data.
I have started to use the Mathpix app on my Macbook Pro to convert maths from PDFs to Latex. It works really well! I am super excited about this! I have wanted to build an app that does this for a while, but never got around to it.
I have fallen in love with running a Jupyter server on my notebook, and connecting to it using Emacs and the EIN package. It is great having a proper editor, set up for Python coding, to work on my Math models. I am starting to use it to create a Computable Document repository – and let’s face it – every document should be computable!
It’s hard to find good quality forums for Quantitative subjects. The best forum I’ve found is probably Willmott’s forum. I’ve heard that there is a fairly active group in The Thalesian’s Slack channel. The FT Alphaville Blog occasionally has some interesting stuff. There are Reddit groups – /r/quant and /r/quantfinance – that are OK at best.
There is a post over at the Data Science Gazette on Linear Regression by Hand. It is a fairly simple look at linear regression and Ordinary Least Squares, and demoing the computation in R. It doesn’t go much into the nitty gritty, but it does show how the linear algebra relates to the statistical regression output.
Well, it’s been an age since I even thought about this website. I think I registered the domain over a decade ago, with the aim of building a site that would be a useful resource to Quant/Developers, and then never did anything with it. Lately I’ve become a fan of the “do a little bit of work on different projects every day” approach to getting things done, instead of being a perfectionist about getting the perfect website together. With this aim, I will try and post something up here about Quant/Development every day.