Financial Modeling using R (2nd edition)

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Book: Python for Finance by Yuxing Yan (me)

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Using Python as a financial calculator
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Python for high-freuency data

TAQ data manual: (v1.1.8, 2008)
TickData manual: (US Equiy)
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Data sources: DTAQ | MTAQ | TickData

Important modules

NumPy | SciPy | matplostlib | Pandas | statsmodels

Discussion groups etc

Economics & Finance Dept | Wehle Business School | Canisius College