S******y
发帖数: 1123 | 1 I have heard that some hedge funds have started choosing Python for model
implementation (vs. C++, SAS, Matlab etc).
Is this an increasing popular trend, or just a variation? (No disrespect for
C++, just curious about prospects of Python)
Thanks. |
S******y
发帖数: 1123 | 2 self-ding!
=========================from Python job board ===========
D. E. Shaw & Co., L.P. (New York & California, US)
Posted 16-Jul-2010
Job Description
The D. E. Shaw group is looking for top-notch, innovative software
developers to help it expand its tech venture and proprietary trading
activities. We're a global investment and technology development firm with
approximately US $22 billion in aggregate investment capital and a decidedly
different approach to doing business. The application o |
t********a
发帖数: 810 | 3 any good book to learn python? |
m********0
发帖数: 2717 | 4 PRESS F1,
it's good enough.
【在 t********a 的大作中提到】
: any good book to learn python?
|
z****g
发帖数: 1978 | 5 depends on the style of business.
If investment/mid/low frequency trading, C++ implementation is not necessary
. In this case, Python has that "Scipy" library which is basically a lapack
and cblas wrapper. This makes python a user friendly free "MATLAB" as well
as a script shell. The major problem is that you need to implement your
model in python yourself. For realtime trading, C++ implementation is
necessary, but python can still be used for overnight task.
However, I still prefer to use R if |
h**********g
发帖数: 52 | 6 the first time to see someone comparing python with R in that way
python is not used as you think
you must only know some R
necessary
lapack
well
your
are so
【在 z****g 的大作中提到】
: depends on the style of business.
: If investment/mid/low frequency trading, C++ implementation is not necessary
: . In this case, Python has that "Scipy" library which is basically a lapack
: and cblas wrapper. This makes python a user friendly free "MATLAB" as well
: as a script shell. The major problem is that you need to implement your
: model in python yourself. For realtime trading, C++ implementation is
: necessary, but python can still be used for overnight task.
: However, I still prefer to use R if
|
z****g
发帖数: 1978 | 7 indeed, I don't know much about development using python. Never even try to
think
about writing a real program using script language. Maybe I am more at the
model side
【在 h**********g 的大作中提到】
: the first time to see someone comparing python with R in that way
: python is not used as you think
: you must only know some R
:
: necessary
: lapack
: well
: your
: are so
|
k*******d
发帖数: 1340 | 8 有本书叫Learning Python,我看过几章，讲得不错，如果想认真学习的话可以看那本，
很厚， 和C++ Primer是一个风格的。曾经想快点学看比较薄的书，结果发现概念没有
理解清楚。Python还是有挺多新的概念和编程思想和C++不大一样 |
S******y
发帖数: 1123 | 9 I was hoping to hear somebody talking about Python + distributed computing.
But anyway, the book I like is -
Beginning Python: From Novice to Professional,
by Magnus Lie Hetland (Author) |
B******5
发帖数: 4676 | 10 刚读完这本书，确实不错，如果要在深入的话继续读programming python，
很多network, GUI的东西
【在 k*******d 的大作中提到】
: 有本书叫Learning Python,我看过几章，讲得不错，如果想认真学习的话可以看那本，
: 很厚， 和C++ Primer是一个风格的。曾经想快点学看比较薄的书，结果发现概念没有
: 理解清楚。Python还是有挺多新的概念和编程思想和C++不大一样
|
t********a
发帖数: 810 | 11
thanks I will try that one.
I took a look at python and I feel it is very similar to R, if not stronger.
It has many new packages, but R seems to be more popular among
statisticians.
I guess the bottom line is that you can implement a good trading system
using python, and do your research in R or matlab.
新的概念好也不好, 也许能解决很多问题, 但也许学起来很费劲. no pains, no gains.
【在 k*******d 的大作中提到】
: 有本书叫Learning Python,我看过几章，讲得不错，如果想认真学习的话可以看那本，
: 很厚， 和C++ Primer是一个风格的。曾经想快点学看比较薄的书，结果发现概念没有
: 理解清楚。Python还是有挺多新的概念和编程思想和C++不大一样
|
r*******n
发帖数: 3020 | 12 http://www.amazon.com/Programming-Python-Complete-Introduction-
Language/dp/0137129297
This book is well readable and talks much WHY.
【在 t********a 的大作中提到】
: any good book to learn python?
|
z****g
发帖数: 1978 | 13 python's memory management and internal data structure is much better than
R hence much efficient than R. It's a balanced language among R, MATLAB,
Perl. R's package is efficient for model validation and python is easy to
implement model and run as a script.
stronger.
gains.
【在 t********a 的大作中提到】
:
: thanks I will try that one.
: I took a look at python and I feel it is very similar to R, if not stronger.
: It has many new packages, but R seems to be more popular among
: statisticians.
: I guess the bottom line is that you can implement a good trading system
: using python, and do your research in R or matlab.
: 新的概念好也不好, 也许能解决很多问题, 但也许学起来很费劲. no pains, no gains.
|
