By |Published On: January 28th, 2014|Categories: Uncategorized|
Master Shenglan, our former resident programming genius who has since left us for the riches of Wall Street, is in need of some help…
 
Shenglan is developing a really cool Python package that will replicate all the function in the R Performance Analytics library.
 
 From Master Shenglan:
Although Pandas is a very versatile library for financial modeling in python, we can make the process even easier by developing a PerformanceAnalytics package for python. The aim is to provide the same set of APIs as that of PerformanceAnalytics. In this way, people who are familiar with R can easily migrate to Python.

 Why this package is interesting?

This package can help draw people to do more financial modeling in python. Moreover, given Python’s advantage in web development over R, I believe the development of this project will help people in making web applications to further democratize quantitative analytics.

In other words, once the library is complete, we’re going to use it to create some sweet free tools for TurnkeyAnalyst.com!

This is the link to the repository: https://github.com/zsljulius/PerformanceAnalytics
 
 If you’d like to help us out and you have development expertise–come on board!
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About the Author: Wesley Gray, PhD

Wesley Gray, PhD
After serving as a Captain in the United States Marine Corps, Dr. Gray earned an MBA and a PhD in finance from the University of Chicago where he studied under Nobel Prize Winner Eugene Fama. Next, Wes took an academic job in his wife’s hometown of Philadelphia and worked as a finance professor at Drexel University. Dr. Gray’s interest in bridging the research gap between academia and industry led him to found Alpha Architect, an asset management firm dedicated to an impact mission of empowering investors through education. He is a contributor to multiple industry publications and regularly speaks to professional investor groups across the country. Wes has published multiple academic papers and four books, including Embedded (Naval Institute Press, 2009), Quantitative Value (Wiley, 2012), DIY Financial Advisor (Wiley, 2015), and Quantitative Momentum (Wiley, 2016). Dr. Gray currently resides in Palmas Del Mar Puerto Rico with his wife and three children. He recently finished the Leadville 100 ultramarathon race and promises to make better life decisions in the future.

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For informational and educational purposes only and should not be construed as specific investment, accounting, legal, or tax advice. Certain information is deemed to be reliable, but its accuracy and completeness cannot be guaranteed. Third party information may become outdated or otherwise superseded without notice.  Neither the Securities and Exchange Commission (SEC) nor any other federal or state agency has approved, determined the accuracy, or confirmed the adequacy of this article.

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