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InfoQ Homepage Presentations Python: Why Are the Big Dealers Making Big Bets?

Python: Why Are the Big Dealers Making Big Bets?

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Summary

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.

Bio

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.

About the conference

Software is Changing the World. QCon empowers software development by facilitating the spread of knowledge and innovation in the developer community. A practitioner-driven conference, QCon is designed for technical team leads, architects, engineering directors, and project managers who influence innovation in their teams.

Recorded at:

Oct 22, 2014

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