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Python: Why Are the Big Dealers Making Big Bets?
Recorded at:

| by Andy Fundinger Mario Morales on Oct 22, 2014 | NOTICE: The next QCon is in New York Jun 26-30, 2017. Join us!
45:04

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.

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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.

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