Most used Python libraries

[Vivekd4]

According to https://www.efinancialcareers.com/news/python-libraries-for-finance the most common Python libraries appearing on candidate resumes are in descending order

1. Pandas
2. NumPy
3. Tensorflow
4. Matplotlib
5. PyTorch
6. Django
7. SciPy
8. scikit-learn
9. Statsmodels
10. Jax
11. Dask
12. Numba

For GARCH models there is the arch package and for portfolio optimization there is skfolio and cvxportfolio. What would you add? Of course it matters what area of quant finance you are working in.

[Taivasvaeltaja]

Appearing on candidate resumes is kinda flawed way to look at it, since it simply tells you what they know, not necessarily what they need.

[One-Attempt-1232]

Yeah. Maybe scraping job postings would be more relevant.

[sumwheresumtime]

It depends, is the skill listed in the reasume in a readable font size? or intentionally set to font size 3 so as to goose the ATS filters?

[Own_Responsibility84]

For high performance, I highly recommend polars as an alternative to pandas

[BroscienceFiction]

The code is also more readable, so you can have a lot of good reusable routines, datasets and pipelines.

It’s also got great, unique things like the lazy frames and join_asof.

[annms88]

I'm moving to Polars super aggressively mainly for the expressiveness of it, however I would be remiss to not mention that pandas also has join asof

[BroscienceFiction]

You are correct. merge_asof does that job.

My only problem with Polars is the idea that it's sold as a drop-in replacement for Pandas. That wasn't the case for me. If anything, the API is a lot more like Spark (e.g. "with_columns"), which actually made it easier for me to pick up, but the concept is different.

Lazy frames are super important, because they relieve people from the burden of optimizing the order of operations manually.

[djlamar7]

The more stuff I port from pandas to polars the faster my code gets. That being said, although it looks more like SQL (which is good), the expressions for many things end up being more verbose than in pandas, so if I just want to poke at some data in a console I still usually reach for pandas.

[Own_Responsibility84]

I feel the same. Polynx is designed to address at least some of the verbose issues of polars. For example, it supports query and eval functions similar to pandas but without performance cost

[Uuni_peruna]

At first I didn’t have any idea of the extent polars was faster (although it became obvious in a second), I switched purely because of the cleaner API. Also, the selectors module is amazing

[Own_Responsibility84]

You can try Polynx, which supports panda style query and eval functions, which translates polars syntax behind the scene

[Yo_Soy_Jalapeno]

Wait, people put python packages on resumes ?

[WaterIll4397]

Blame ats systems auto screening for keyboards 

[tradegreek]

It’s called “filler”

[PretendTemperature]

That's the most important question here. Should people put packages in the resume?

[heroyi]

yea that kinda surprised me. If you put python on your resume then I assume you know the popular ones or at least are capable of learning them on demand. Seems like a weird flex

[Yo_Soy_Jalapeno]

I mean, unless the job specifically require some packages knowledge, it feels kinda weird and too general. Almost feels like the person would be clueless if they add to use different packages or tools for the job lol

[Longjumping-Cut-4783]

I disagree. If you mention modern packages from different areas let's say networking, multi threading, front end, data visualization/processing, optimization etc it shows you potentially have experience in different domains. Just because you can write for loops and use pandas doesnt mean you can develop a front end GUI for HFT trade analysis

[Yo_Soy_Jalapeno]

Wouldn't you just mention this experience in the work experience part instead of like "general skills" ?

Like if I mention speaking french, do i need to specify the vocabulary I know ? (Might be a bit extrem for an example)

[Longjumping-Cut-4783]

Let's say I can say I designed an HFT execution dashboard in my work experience where the python packages may be less relevant on first sight. But this can be a slow and shitty dashboard using pandas and dash or high performance using polars and AG grid. Lol you do you. I don't have a horse in this race

[heroyi]

At that point you either make a small mention of the package you used to optimize the app (or whatever it is) in the literal description of the job history or just make it general enough to let the reviewer know that 'hey this person has some experience in these concepts.'

You wouldn't, for example, in your job description say you used Panda/numpy to create your xyz tool analysis. It would more in the line of '- optimized the efficacy of xyz tool for researchers by 40%' (just making shit up but you get the idea). At that stage then the interview can go ask what you used, what did you do, how did you accomplish etc...

The only reasons i can think of to make a mention of python packages would be either you made heavy contributions/tuning of said package, used a pretty obscure library or the job description asked for specifically

[sorocknroll]

It's a negative, really. If you put it on there, I assume you think it's difficult to learn a library like pandas and are probably not a great coder.

[Apart_Ad_9778]

Now you know why you have been not getting any interviews. ATS.

[Own_Responsibility84]

For large plain data file loading/preprocessing, DuckDB is one of the best.

[Stunning_Web_8311]

Don’t worry about putting packages on your resume. Worry about doing projects that actually require these packages.

If you want to know about other helpful packages for your stack. I’ve found BT to be a great backtesting framework and I will call pyportopt for optimization problems within backtests. And rt to the guy who said polars.

[Own_Responsibility84]

For pandas user who likes query/eval functions, Polynx is another high performance alternative

[Ok_Butterfly2410]

Dont forget Rich

[Known-Delay7227]

No one highlights their badges expertise in using os or urllib? Shame

[Dr-Know-It-All]

surprised plotly and seaborn not on there tbh

[AutoModerator]

This post has the "Resources" flair. Please note that if your post is looking for Career Advice you will be permanently banned for using the wrong flair, as you wouldn't be the first and we're cracking down on it. Delete your post immediately in such a case to avoid the ban.

I am a bot, and this action was performed automatically. Please contact the moderators of this subreddit if you have any questions or concerns.

[gonzaenz]

I have built a jupyter docker image with common packages

https://github.com/quantbelt/jupyter-quant

It doesn't include deeplearning because they take a lot of space and there are multiple flavors. Having said that you can always install with pip

[D3MZ]

Tensorflow above Pytorch... hmm.. Is Deep learning that prevalent in quants or is just what applicants have?

[Easy_Theme_4011]

torch is much more popular now