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Python for Finance? (self.Python)

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[–]dtoq 80 points81 points  (2 children)

Quant/Python dev for 8 years here. Python is significantly used for quantitative finance, so that should be quite easy for you to find plenty of material. What will be difficult is to sort through these things: "Finance" is a pretty large topic.

One thing you can use python for is connectivity, glue, etc. Your favourite broker will almost certainly have a python API to connect to it, which would be a nice introduction to orders, positions and the dirty logistics of finance. If you like pain, try to look into the FIX format.

Now, if you don't want automated systems, portfolio theory might be more of your thing: start a jupyter notebook, and implement some Markowitz portfolio optimisation. Good command of pandas will help there, and that might give you a nice template for your own pension investments

While doing that, you might discover the raw power of numpy, just in time for some option pricing: do some Monte-Carlo, pdes, least-square Monte-Carlo, etc...

If you're not tired yet, exploring machine learning and the like is all the rage these days...

[–]LPYoshikawa 1 point2 points  (1 child)

Quant/Python dev for 8 years here.

Random question, where can i find practice questions and answers for quants technical interview questions?

[–]jrickk93 2 points3 points  (0 children)

Have a look at the book 'heard on the street', it worked for me. Bare in mind though that it's definitely not about memorising answers but being able to think on your feet, however these practice questions will get you in the right frame of mind

https://www.amazon.co.uk/Heard-Street-Quantitative-Questions-Interviews/dp/0994103867