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 Visixion GmbH. Read the Imprint.

The Python Quant


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

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

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

DX Analytics

The Python Quants

At The Python Quants GmbH we have three main offerings:

The Python Quants

Python Quant Platform

This project is new and combines some of
our other projects with IPython Notebook on a single platform:

My talk at the first Python for Quant Finance meetup
in London on 13. May 2014:

DX Analytics (I)

In QIV of 2013, we started developing DX Analytics,
a Pythonic derivatives analytics library.
Watch my PyData London talk DX Analytics.

Vega of Max Call

DX Analytics (II)

Resources in the form of IPython Notebooks with usage examples for all classes:

Greeks

For Python Quants Conference

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

Python for Finance

Analyze Big Financial Data.
My new book out now as early release:

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, Hedging.

Derivatives Analytics with Python

Visit book's Web page to learn more.

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 third quarter of 2014:

Recent Presentations (II)

Talks and tutorials during the second quarter of 2014:

Recent Presentations (III)

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

Recent Presentations (IV)

Recently, I have participated in the following conferences:

Recent Presentations (V)

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

Recent Presentations (VI)

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

Derivatives Analytics On Demand

Some unique features of our analytics suite:

  • 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.

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
    • 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, New York City
  • BI Forum 2013, Budapest
  • PyCon Ireland 2013, 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.


VISIXION

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 Visixion GmbH. Read the Imprint.
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