|
| Has anyone tried to use swig to build QuantLib for Python. I want to be able to use TensorFlow, quandl, and QuantLib all at the same time. |
|
|
|
 |
| |
 |
mtsm
|
|
| Total Posts: 211 |
| Joined: Dec 2010 |
| |
|
| How about so she can "try logistic regression first" on quandl data piped through quantlib analytics? |
|
|
|
|
|
| ? I asked a serious question. If you want to play with algotrading stuff, you don't need QuantLib. |
|
|
|
mtsm
|
|
| Total Posts: 211 |
| Joined: Dec 2010 |
| |
|
I made a serious comment.
How do you know she wants to play with algotrading stuff and even if, I can see a lot of reasons you would want to use a quant analytics library.
What's your preferred asset class katastrofa? |
|
|
|
|
| |
|
|
| My bad. I should just use scipy and panda. |
|
|
|
|
|
| That's a good start. Also sk-learn can be useful. Don't get bogged down in mastering complex frameworks. It will distract you. |
|
|
|
phy
|
|
| Total Posts: 18 |
| Joined: Nov 2013 |
| |
|
| There are R Wrappers for Quantlib (https://cran.r-project.org/web/packages/RQuantLib/index.html) and Tensorflow (https://tensorflow.rstudio.com/). Quandl API as well. |
|
|
|
|
|
Here is a use case and instruction how to build Python-QuantLib from source
QuantLib Python – Twisting a Snake to fit a Yieldcurve
Unfortunately Python-QuantLib does not provide the whole functionality of the QuantLib (well, one have sources and can (let) implement the missing features).
Anyway, I find it is much better than e.g. QuantLibXL |
www.yetanotherquant.com - Knowledge rather than Hope: A Book for Retail Investors and Mathematical Finance Students |
|
|
