Some useful links for starting with Python programming (including tutorials about numpy, scipy and pandas):
- https://wiki.python.org/moin/BeginnersGuide
- https://scipy-lectures.github.io
- http://wiki.scipy.org/Tentative_NumPy_Tutorial
- http://pandas.pydata.org/pandas-docs/stable/tutorials.html
Some useful links about quantitative finance:
- Open Source Risk Engine: https://www.opensourcerisk.org/
- QuantLib : http://www.quantlib.org
- Luigi Ballabio’s blog: http://www.implementingquantlib.com
- Peter Caspers’ blog: https://quantlib.wordpress.com
Useful Git Repositories:
Talks / Papers:
- My talk at the QuantLib User Meeting 2014: Slides, IPythonNotebook