The Python Quant

Dr. Yves J. Hilpisch

Yves Hilpisch

Rathausstrasse 75-79 | 66333 Voelklingen | Germany
S yves.hilpisch | E contact [at] dyjh [dot] de | @dyjh

This Web site is maintained by The Python Quants GmbH. Read the Imprint.

The Python Quant


I am founder and managing partner of
The Python Quants GmbH.

I am author of the books Python for Finance,
Derivatives Analytics with Python and
Listed Volatility & Variance Derivatives.

I am a lecturer for computational finance
at Saarland University where I received my Ph.D..
I am also lecturing at the CQF Program.

I am organizer of the meetup Python for Quant Finance in London.

Yves Data Natives

My 7 min Take on Python for Quant Finance



My 2 Page Overview of Python for Computional Finance

Follow Me on @dyjh

Links to the Main Sections

  1. Most Recent Talks
  2. Python & Finance Books
  3. Python & Finance Talks
  4. The Python Quants
  5. Other Resources

Most Recent Talks

Most recent talks (I)

Most recent talks (II)

Most recent talks (III)

Most recent talks (IV)

PyData (19. to 21.06.2015) in London.
Financial Time Series Analysis & Visualization tutorial
(Github repo | Video).

Most tecent talks (IV)

Python & Finance Books

Python for Finance

Analyze Big Financial Data.

Python for Finance

My best-selling book.
Visit the book's page to learn more.

Derivatives Analytics with Python


Data Analysis, Models, Calibration, Simulation and Hedging.

Derivatives Analytics with Python

My book about derivatives analytics with Python.
Visit the book's page to learn more.

Listed Volatility and Variance Derivatives

A Python-based Guide

Listed Volatility and Variance Derivativs

My new book coming out soon.
Visit the book's page to learn more.

Python & Finance Talks

Python & Finance Talks in 2015 (I)

Python & Finance Talks in 2015 (II)

Python & Finance Talks in 2014 (I):
For Python Quants London 2014

Thanks to all attendees and sponsors who made the first For Python Quants conference in London such a great event. Also a big thank you to CQF Institute and Fitch Learning who helped organize it and who provided an excellent venue.

Slides of my talk Browser-based, collaborative Financial & Derivatives Analytics.

Python & Finance Talks in 2014 (II):
PyData New York City 2014

Links to slides and other relevant links for my PyData talk:


Python & Finance Talks in 2014 (III):
For Python Quants New York CITY 2014

My talk and tutorial at the For Python Quants conference
in New York City on 14. March 2014 (Pi-Day):

Python & Finance Talks in 2014 (IV):
PyData London 2014

PyData London on 21. February 2014:
"Interactive Financial Analytics with Python & IPython
– With Examples based on the VSTOXX Volatility Index"



Solutions to exercises upon request.

Python & Finance Talks in 2014 (V)

Talks and tutorials during the fourth quarter of 2014:

Python & Finance Talks in 2014 (VI)

Talks and tutorials during the third quarter of 2014:

Python & Finance Talks in 2014 (VII):
PyData Berlin 2014

Talks and tutorials during the third quarter of 2014:

Python & Finance Talks in 2014 (VIII): EuroPython Berlin 2014

Talks and tutorials during the third quarter of 2014:

Python & Finance Talks in 2014 (IX)

Talks and tutorials during the second quarter of 2014:

Python & Finance Talks in 2014 (X)

In the first quarter of 2014, I have given the following talks/tutorials:

Python & Finance Talks in 2013 (I)

In 2013, I have participated in the following conferences:

Python & Finance Talks in 2013 (II):
Pycon DE Cologne 2013

Pycon DE in 2013 took place in Cologne, Germany.
I have given three talks there:

Python & Finance Talks in 2013 (III)

In 2013, I have also participated in the following conferences:

Overview of talks
about Python & Finance

  • Python Meetups 2016/2015/2014/2013
    • Python in Finance, New York City
    • Python for Quant Finance, London & NYC
    • Python Big Data Analytics, Berlin
    • Paris Financial Engineering, Paris
    • Data Science Luxembourg, Luxembourg
  • For Python Quants 2015/2014, New York City & London
  • Quant Insights Conference, London
  • Big Data in Finance 2015/2014, London
  • Data Natives Conference 2015, Berlin
  • Global Big Data Conference 2015, San Jose
  • 10th Fixed Income Conference 2014, Barcelona
  • Telefonica/UPM 2014, Madrid
  • PyData 2015/2014/2013, London & Berlin & New York
  • CodeJam 2014, Super Computing Centre, Juelich
  • BI Forum 2013, Budapest
  • PyCon Ireland 2014/2013, Dublin
  • EuroPython 2013/2012/2011, Florence
  • Parallel Data Analysis 2013, Dagstuhl
  • EuroScipy 2013/2012/2011, Paris & Brussels
  • PyCon DE 2013/2012/2011, Leipzig & Cologne
  • PyPhy 2011, Paris

Just google me to find slides and videos.

The Python Quants

The Python Quants Group

At The Python Quants we have five main offerings:

The Python Quants

Quant Platform (I)

All a (Python) quant needs in a single place: your browser.
Free trials in 30 seconds. Visit http://quant-platform.com

PQP Overview

Python Quant Platform (II)

The Python Quant Platform allows
browser-based, interactive, collaborative financial analytics:

  • Jupyter Notebook for the unique interactive experience
  • IPython, Python, System Shells for eg Vim editing, Git integration
  • Full Fledged Code Editing for all typical file/code formats
  • Anaconda Distribution for the full scientific Python stack
  • R Stack for advanced data analytics & statistics
  • Julia for high performance numerical computing
  • File Manager for GUI-based file handling
  • Collaboration with file/folder sharing, teams & groups,
    Web publishing, app deployment
  • Flexible, Scalable Deployment eg via Docker containers

The following documents gives an overview of what Quant Platform is all about Python Quant PLatform:
Python Quant Platform | Python Big Data Platform (more examples)

DX Analytics (I)

In QIV of 2013, we started developing DX Analytics,
a Pythonic derivatives & financial analytics library.
Visit http://dx-analytics.com and http://github.com/yhilpisch/dx.


DX Analytics (II)

We recently open sourced DX Analytics and hope to establish a standard in the Python ecosystem for derivatives and risk analytics with this library soon.
Visit http://dx-analytics.com and http://github.com/yhilpisch/dx. DX Analytics Docu

Derivatives Analytics On Demand

Some unique features of our analytics suite DEXISION:

  • Web-based, cross-asset analytics suite
  • GUI-based rapid financial engineering

DEXISION

Watch the 2 min Video to see how it works.
Visit www.derivatives-analytics.com to learn more.

The Python Quants Group

Visit also our group's Web site http://tpq.io.

The Python Quants

OTHER RESOURCES

Special Content

You find current Notebooks and Python snippets and pieces
under my public folder of the Python Quant Platform
http://web.quant-platform.com/trial/yves/


I recently put together a tutorial on doing
"Serious Things with the Raspberry Pi".
You find it under http://hilpisch.com/rpi/index.html

Market-Based Valuation of Options

Topics of my university lecture are: market stylized facts, volatility concepts, risk-neutral pricing, Fourier-based option pricing, stochastic volatility, jumps, stochastic short rates, calibration, Monte Carlo simulation, hedging.

Formula

Visit the Lecture Web site to download slides, Python scripts and other material.

My Hobbies

Apart from Python and Finance, Martial Arts are my passion.
I am actively practicing WingTsun and Luta Livre/MMA.


BallterrierDean Lister

Contact

I would like to hear from you.

Dr. Yves J. Hilpisch

Rathausstrasse 75-79 | 66333 Voelklingen | Germany

S yves.hilpisch | E contact [at] dyjh [dot] de | @dyjh


This Web site is maintained by The Python Quants GmbH. Read the Imprint.
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