Subject: [Ipc8papers] Panel and Tutorial Proposals for IPC8 - Python in Finance From: andy@robanal.demon.co.uk (Andy Robinson) To: ipc8papers@cs.uchicago.edu Date: Mon, 04 Oct 1999 22:56:35 GMT Organization: Robinson Analytics Ltd. First of all, my thanks to the committee for the extra time. It is still Monday morning in Hawaii by my reckoning, though not in the UK... I have two contributions to propose at this stage, a tutorial and a panel session invoving short talks. I don't have the time to write a full paper, and think I can do more good with two short talks/demos within the context of the panel and by focusing my energy on twisting other people's arms into turning up. Tutorial Proposal - Using Python on Windows ===================================== This will be a tweaked and updated version of the talk I gave in Monterey. The handouts are available at www.robanal.demon.co.uk/PythonWindowsTutorial.PDF. """This tutorial aims to give an overview of using Python to solve problems in a Windows or mixed-OS environment. Topics will include - How Python works on the Windows platform - The various IDEs and development tools - Integration technologies, includng processes and files; DLLs; COM and DCOM - Building Python COM servers and clients - using Python to add a scripting facility to Windows applications - a practical guide to automating Microsoft Office applications - database access - data cleaning, migration and transformation Examples will focus on realistic tasks and problems encountered in a corporate IT environment. Prior experience in Python is not a prerequisite.""" I am very happy to massage the title, abstract and even content to suit - we have plenty of material to draw on in the book. This is designed to complement Mark's talk, which (I expect) will focus on lower-level NT issues such as advanced COM and services. Panel / Session proposal - Python in Finance ==================================== I'd like to propose a Conference session titled "Python in Finance". I expect this may need one or two iterations before it makes sense, and will post a version to the Python-Finance mailing list as well. Duration: ---------- 1 hour for panel itself PLUS total time for all related full and short talks, to be grouped together. Scope -------- Review how Python is being used in finance and accounting, and discuss what can be done to serve these areas better. Roles and Responsibilities ------------------------------- Hadar Pedhazur is to chair the panel and do whatever ceremonial stuff is required on the day. I'm prepared to organize the relevant slice of the schedule and contribute two short talks/demos. I suggest that, if the proposal is accepted, Hadar and I join the conference committee or at least end up in the loop somehow.. Panel Members: ------------------- 1. Hadar Pedhazur, Verticality Investment Group and former Wall Streeter. (Finance Program Chair) 2. Adam Feuer, Venture Capitalist and former futures fund manager 3. Andy Robinson, independent consultant (possibly moderator? makes more sense than Hadar, since he will have lots of interesting answers to our questions) Others to be arranged nearer the time. Ideally we want at least one scientist, and someone either producing or interested in consuming relevant code. there are several possibilities. Topics: -------- A number of topics will be discussed. In each case, we will try to start with a short talk (two to five minutes) to introduce the issues, and follow with panel and open discussion. Introducers will be drawn from the panel or from members of the python-finance group and I will take responsibility for ensuring we have them ready. I would like to deliberately leave the choice open until nearer the time, but we can use the following list as illustrations for the programme (needs pruning, of course): 1. Where Python is being used at present (e.g. SBC, Merrill Lynch, Warburg Dillon Read, UBS....) and what for. 2. Time and Money data types 3. Libraries of Financial, Time Series and Statistical functions 4. Accounting and Business Simulations 5. Financial Data Warehousing 6. Financial Reporting 7. Where to go next - Python's plans for global financial domination! Note that if people contribute separate short or long talks on these issues (as I hope), we could stagger things so that the relevant discussion followed each talk. For example, my paper proposal is an possible intro to (4). This can be finalized once the committee makes its paper selections. Synergies with other proposed talks: ---------------------------------------------- Hadar Pedhazur's talk is expected to be highly relevant, covering his days on Wall Street, and it would be useful to be scheduled after this if possible - but as a separate session. - I can give a short talk on how I used Python to manage the cash flows of a startup for three years, and the evolution of my own framework for financial modelling (see http://www.robanal.demon.co.uk/doubletalk/index.html) - Aaron Watters' Gadfly 2.0 talk is not explicitly about finance, but highly applicable to serious data analysis and some topics I will talk about. I'm certain we can work it into the programme. - Joe and Michelle Strout's paper proposals on PIDDLE and GRAPHITE for the basis of a reports library suitable for financial work, which I will feature in my proposed Python/Windows tutorial. I can also give a demo of some slick-looking reporting work I am doing. Rationale and Background to this proposal: --------------------------------------------------- I set up the python-finance newsletter about three weeks ago to try and organize this panel, and the response to date has been very good - fifteen subscribers all with relevant interests and a great deal of experience, and code already being contributed. Some are not saying who they work for, which is a good sign that they work for the right kind of people :-) I hope this may become worthy of a SIG in due course. The reason for doing this is that Python is clearly being used for serious work in a number of investment banks, and I've used it very successfully for accounting and business modelling. With the scientific skills and code base in the Python community, and the dynamics of Open Source development, we have a chance to own this lucrative and high-profile piece of territory. If things work out right, I hope to make some moves in this area myself after the conference. The talks should cover issues of interest to all conference attendees - new data types, efficiency, and some Python business success stories. My original hope was to get 3-4 hardcore quantitative analysts to submit papers, thus demonstrating that Python was in significant use in investment banks; and then to actively promote the conference to that sector. There is not enough time to get the right speakers this year on the agenda. Nevertheless I think we can provide a couple of hours of interesting material, and persuade a number of influential people to turn up. I am of course prepared to tailor this to suit the committee's requirements. Best Regards, Andy Robinson _______________________________________________ Ipc8papers mailing list - Ipc8papers@cs.uchicago.edu http://www.cs.uchicago.edu/mailman/listinfo/ipc8papers