The London Financial Python User Group (affectionately, LFPUG) has been started in November 2009. Over the last several years, the Python/Numpy/Scipy toolset has steadily grown in popularity among quants. It now plays an important role in the trading and visualization systems throughout the financial industry. A number of London-based quants, traders, and other financial professionals have asked Enthought to set up a “Financial Python” user group.

Beginning in November 2009, Enthought started to organize a monthly event where people can meet and discuss Python’s use in the financial sector (best practices, new technologies, etc.).

If you’d like to be kept informed about the details of these events, join us on the LinkedIn group or contact Didrik (dpinte@enthought.com) by e-mail.

Table of Contents:

Next Meeting

• April, 12 2010 (To be confirmed)
• Topic :
  • Suggestions are welcome
• Location: TBA

Previous meetings

• March, 11 2010

  • Sto.cx helps you play around with ideas for share portfolios by Andrew, Timetric.

  • An integrated VAR calculation demo using :

    • Numpy memory maps and structured data-types
    • picloud, Cloud computing simplified
    • cython/weave, compiling Python to C

    • pandas, Pythonic cross-section, time series, and econometric analysis

      • by Travis Oliphant, Enthought

• Feb 3, 2010 at 7pm

  • Improving NumPy performance with the Intel MKL - Didrik Pinte Enthought : http://dpinte.wordpress.com/2010/01/15/numpy-performance-improvement-with-the-mkl/

  • Python to Excel bridges :

    • "PyXLL, a user friendly Python-Excel bridge" - Tony Roberts : http://www.pyxll.com/downloads/PyXLL_LFPUG_20100203.pdf

    • Discussion on connecting Python and Excel (xlrd/xlwt, pyinex, win32com, pyxll, ...)

  • Speeding up Python code using Cython - Didrik Pinte, Enthought : http://dpinte.wordpress.com/2010/02/12/improving-python-speed-using-cython-binomial-option-valuation-example/

• Dec 14th, 2009 :

  • Resolver One, the Pythonic spreadsheet, and the open source Ironclad project, which lets you use NumPy from IronPython and thus from other .NET languages. - Giles Thomas - Resolver Systems

  • Reportlab's framework for producing nice financial reports. - Andy Robinson - Reportlab

  • Chaco : a 2D interactive plotting application toolkit - Didrik Pinte, Enthought

• Nov 11th, 2009 : Didrik Pinte talked about pandas

Lightning talks

• The target is to have between 2 to 5 ligthning talks per sessions. Talk duration between 5-10 minutes followed by 5-10 minutes Q&A.

• Suggestions are welcome, please do send them by e-mail to Didrik (dpinte@enthought.com).