Introduction Everywhere I have ever worked (I am mainly talking about the standard sell side Wholesale / Investment banks) use Excel & VBA for their prototypes and any desk based development. While lots of time, […]

# Category: python

# CALCULATE PI USING MONTECARLO SIMULATION – PHASE III – aka "Multicarlo"

Introduction After Phase II, we discovered that Numpy wasn’t going to help. Also, getting a half way decent approximation of Pi was going to take millions of paths / attempts. So on a slimmed down […]

# CALCULATE PI USING MONTECARLO SIMULATION – PHASE II

Context Carrying on from Phase I, I wanted to see how I could take the initial answer and make it more efficient. The first port of call then is… how expensive is it at the […]

# Calculate Pi using MonteCarlo Simulation – Phase I

Context I was interviewing for a Python developer role in an Investment bank, and a nice enough but over zealous quant started asking me silly questions. You know the sort. However in this case I […]

# Google Music Takeout – Track Data

I always find working through a text book that it gets quite dry, and I struggle to maintain interest as the project or subject matter is too esoteric. So, armed with a little python, StackOverflow […]

# Initial foray into Data Science with Python

Professionally I have undertaken a major segue into Python from the usual Excel VBA development environment. However this has remained very tightly linked to the quant library and specific business requirement solving as before. […]