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
Pizza will be sponsored by edX. Drinks afterwards at Meadhall sponsored by Kyruus. Thanks to our sponsors!