The Python Podcast.__init__

The Python Podcast.__init__



The podcast about Python and the people who make it great


08 January 2016

Yves Hilpisch on Quantitative Finance - E39

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Summary

Yves Hilpisch is a founder of The Python Quants, a consultancy that offers services in the space of quantitative financial analysis. In addition, they have created open source libraries to help with that analysis. In this episode we spoke with him about what quantitative finance is, how Python is used in that domain, and what kinds of knowledge are necessary to do these kinds of analysis.

Brief Introduction

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  • I would also like to thank Hired, a job marketplace for developers, for sponsoring this episode of Podcast.__init__. Use the link hired.com/podcastinit to double your signing bonus to $4,000.
  • We are recording today on December 30th, 2015 and your hosts as usual are Tobias Macey and Chris Patti
  • Today we are interviewing Yves Hilpisch about Quantitative Finance
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Interview with Yves Hilpisch

  • Introductions
  • How did you get introduced to Python? – Chris
  • Can you explain what Quantitative Finance is? – Tobias
  • How common is it for Python to be used in an investment bank or hedge fund? – Tobias
  • What factors contribute to the choice of whether or not to use Python in a Quantitative Finance role? – Tobias
  • Are there any performance bottle necks or other considerations inherent in using Python for quantitative finance? – Chris
  • What kind of background is necessary for getting started in Quantitative Finance? – Tobias
  • What kinds of libraries or algorithms in Python are useful for the day-to-day work of a quant? – Tobias
  • Is Python actually used to enact the trades? What protocols, APis, and libraries are used in this process? – Chris
  • Could you please walk us through how a simple analysis using DXAnalytics might work? – Chris
  • You work for a company called ‘The Python Quants‘. What kinds of services do you provide and what kinds of organizations typically hire you? – Tobias

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The intro and outro music is from Requiem for a Fish The Freak Fandango Orchestra / CC BY-SA


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