The Python Quant

Dr. Yves J. Hilpisch

Yves Hilpisch

Rathausstrasse 75-79 | 66333 Voelklingen | Germany
S yves.hilpisch | E contact [at] dyjh [dot] de | @dyjh

This Web site is maintained by The Python Quants GmbH. Read the Imprint.

Most recent (I): For Python Quants London 2014

Thanks to all attendees and sponsors who made the first For Python Quants conference in London such a great event. Also a big thank you to CQF Institute and Fitch Learning who helped organize it and who provided an excellent venue.

Slides of my talk Browser-based, collaborative Financial & Derivatives Analytics.

Most recent (II): PyData New York City 2014

Links to slides and other relevant links for my PyData talk:


The Python Quant


I am founder and managing partner of
The Python Quants GmbH.

I am author of the books Python for Finance and
Derivatives Analytics with Python.

I am also a lecturer for mathematical finance
at Saarland University where I received my Ph.D.

I am organizer of the meetups Python for Quant Finance in London
and Python for Big Data Analytics in Berlin.

DX Analytics

The Python Quants

At The Python Quants GmbH we have four main offerings:

The Python Quants

Python Quant Platform (I)

All a Python Quant needs in a single place: your browser.
Free trials in 30 seconds. Visit http://quant-platform.com

PQP Overview

Python Quant Platform (II)

The Python Quant Platform allows
browser-based, interactive, collaborative financial analytics:

  • IPython Notebook for the unique interactive experience
  • IPython, Python, System Shells for eg Vim editing, Git integration
  • Anaconda Distribution for the full scientific Python stack
  • R Stack for advanced data analytics & statistics
  • File Manager for GUI-based file handling
  • Collaboration with file/folder sharing, teams & groups, Web publishing
  • Flexible, Scalable Deployment eg via Docker containers

The following are documents about the Python Quant PLatform:
Python Quant Platform | Python Big Data Platform (more examples)

DX Analytics (I)

In QIV of 2013, we started developing DX Analytics,
a Pythonic derivatives analytics library.
Visit http://dx-analytics.com and http://github.com/yhilpisch/dx.


DX Analytics (II)

We recently open sourced DX Analytics and hope to establish a standard in the Python ecosystem for derivatives and risk analytics with this library soon.
Visit http://dx-analytics.com and http://github.com/yhilpisch/dx. DX Analytics Docu

Derivatives Analytics On Demand

Some unique features of our analytics suite DEXISION:

  • Web-based, cross-asset analytics suite
  • GUI-based rapid financial engineering

DEXISION

Watch the 2 min Video to see how it works.
Visit www.derivatives-analytics.com to learn more.

The Python Quants Group

Visit also our group's Web site http://pythonqunts.com.

The Python Quants

Python for Finance

Analyze Big Financial Data.
My new book out now:

Python for Finance

Visit the Book's page in O'Reilly shop.

Derivatives Analytics with Python

My book about advanced derivatives analytics with Python:
Data Analysis, Models, Calibration, Simulation and Hedging.

Derivatives Analytics with Python

Visit the book's Web page to learn more.
(forthcoming at Wiley Finance in 2015.)

For Python Quants Conference

My talk and tutorial at the For Python Quants conference
in New York City on 14. March 2014 (Pi-Day):

Eurex Tutorial on
Interactive Financial Analytics

PyData London on 21. February 2014:
"Interactive Financial Analytics with Python & IPython
– With Examples based on the VSTOXX Volatility Index"



Solutions to exercises upon request.

Recent Presentations (I)

Talks and tutorials during the fourth quarter of 2014:

Recent Presentations (II)

Talks and tutorials during the third quarter of 2014:

Recent Presentations (III)

Talks and tutorials during the third quarter of 2014:

Recent Presentations (IV)

Talks and tutorials during the third quarter of 2014:

Recent Presentations (V)

Talks and tutorials during the second quarter of 2014:

Recent Presentations (VI)

In the first quarter of 2014, I have given the following talks/tutorials:

Presentations in 2013 (I)

In 2013, I have participated in the following conferences:

Presentations in 2013 (II)

Pycon DE in 2013 took place in Cologne, Germany.
I have given three talks there:

Presentations in 2013 (III)

In 2013, I have also participated in the following conferences:

The Python Toolset

These are the main tools for Rapid Financial Engineering with Python:

Quant Platform

Market-Based Valuation of Options

Topics of my university lecture are: market stylized facts, volatility concepts, risk-neutral pricing, Fourier-based option pricing, stochastic volatility, jumps, stochastic short rates, calibration, Monte Carlo simulation, hedging.

Formula

Visit the Lecture Web site to download slides, Python scripts and other material.

Overview of talks
about Python & Finance

  • Python Meetups 2013/2014
    • Python in Finance, New York City
    • Python for Quant Finance, London & NYC
    • Python Big Data Analytics, Berlin
  • For Python Quants 2014, New York City
  • Telefonica/UPM 2014, Madrid
  • PyData 2014, London
  • CodeJam 2014, Super Computing Centre, Juelich
  • PyData 2013/2014 New York City
  • BI Forum 2013, Budapest
  • PyCon Ireland 2013/2014 Dublin
  • EuroPython 2013/2012/2011, Florence
  • Parallel Data Analysis 2013, Dagstuhl
  • EuroScipy 2013/2012/2011, Paris & Brussels
  • PyCon DE 2013/2012/2011, Leipzig & Cologne
  • PyPhy 2011, Paris

Just google me to find slides and videos.

My Hobbies

Apart from Python and Finance, Martial Arts are my passion.
I am actively practicing WingTsun and Luta Livre/MMA.


Ballterrier

Contact

I would like to hear from you.

Dr. Yves J. Hilpisch

Rathausstrasse 75-79 | 66333 Voelklingen | Germany

S yves.hilpisch | E contact [at] dyjh [dot] de | @dyjh


This Web site is maintained by The Python Quants GmbH. Read the Imprint.
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