Boston Python User Group - January Presentation Night: Zipline and Hython
When: Thu January 24, 2013 7:00 pm
Organization: The Boston Python User Group
Location: Microsoft NERD Center, 1 Memorial Drive, Cambridge, MA 02142
Website: http://meetup.bostonpython.com/events/77229092/
Thomas Wiecki: Zipline
Zipline is a new, BSD-licensed
quantitative trading system which allows easy backtesting of investment
algorithms on historical data. The system is fundamentally event-driven
and a close approximation of how live-trading systems operate. Input of
historical data and output of performance statistics is based on Pandas
DataFrames to integrate nicely into the existing Python eco-system.
Furthermore, statistic and machine learning libraries like matplotlib,
scipy, statsmodels, and sklearn integrate nicely to support development,
analysis and visualization of state-of-the-art trading system
Paul Tagliamonte: Hython
I've created a Lisp variant that's fully
hosted on and fully interoperable (in both directions) with Python. This
talk will cover the basics of creating and manipulating Python ASTs, as
well as a good show of how far they can be pushed with some clever
hacks.