Miguel Vaz: Financial risk management; Analytics and aggregation with the PyData stack
470 views · Published 6 October 2015 · 36:07 · Indexed 6 November 2026
Channel: PyData · 2015 · Science & Technology
Using Bokeh, Pandas and a bit of Apache Spark to address the flexibility, performance / data volume requirements of standard financial risk management processes. Examples in the talk illustrate the model calibration and backtesting processes of a market risk model (VaR Filtered Historical Simulation), which quantifies possible future losses arising from market price movements. Full details — http://london.pydata.org/schedule/presentation/13/ 00:00 Welcome! 00:10 Help us add time stamps or captions to this video! See the description for details. Want to help add timestamps to our YouTube videos to help with discoverability? Find out more here: https://github.com/numfocus/YouTubeVideoTimestamps
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