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Python: Why Are the Big Dealers Making Big Bets?
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| by Mario Morales Follow 0 Followers , Andy Fundinger Follow 0 Followers on Oct 22, 2014 | NOTICE: The next QCon is in London, Mar 4 - 6, 2019. Join us!

The authors demonstrate the design and use of an environment for quantitative researchers building a market risk simulation first as a basic system and then adding a hypothetical systemic shock. They also discuss how to leverage the dynamic typing of the language without sacrificing some of the benefits of a strongly typed languages.


Andy Fundinger is a senior consultant at Risk Focus where he both develops Python solutions in the credit risk space as well and provides Python training. Mario Morales, a Research Scientist in Machine Learning, has worked as a Lead Data Scientist at Simulmedia Inc, as a Statistical consultant (Financial Econometrics) in the financial sector in New York City and Bogota, Colombia.

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