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A Practical Guide to Quantitative Finance Interviews by Xinfeng Zhou
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Python for Data Analysis
Wes McKinney - 2011
It is also a practical, modern introduction to scientific computing in Python, tailored for data-intensive applications. This is a book about the parts of the Python language and libraries you'll need to effectively solve a broad set of data analysis problems. This book is not an exposition on analytical methods using Python as the implementation language.Written by Wes McKinney, the main author of the pandas library, this hands-on book is packed with practical cases studies. It's ideal for analysts new to Python and for Python programmers new to scientific computing.Use the IPython interactive shell as your primary development environmentLearn basic and advanced NumPy (Numerical Python) featuresGet started with data analysis tools in the pandas libraryUse high-performance tools to load, clean, transform, merge, and reshape dataCreate scatter plots and static or interactive visualizations with matplotlibApply the pandas groupby facility to slice, dice, and summarize datasetsMeasure data by points in time, whether it's specific instances, fixed periods, or intervalsLearn how to solve problems in web analytics, social sciences, finance, and economics, through detailed examples
Efficiently Inefficient: How Smart Money Invests and Market Prices Are Determined
Lasse Heje Pedersen - 2015
Leading financial economist Lasse Heje Pedersen combines the latest research with real-world examples and interviews with top hedge fund managers to show how certain trading strategies make money--and why they sometimes don't.Pedersen views markets as neither perfectly efficient nor completely inefficient. Rather, they are inefficient enough that money managers can be compensated for their costs through the profits of their trading strategies and efficient enough that the profits after costs do not encourage additional active investing. Understanding how to trade in this efficiently inefficient market provides a new, engaging way to learn finance. Pedersen analyzes how the market price of stocks and bonds can differ from the model price, leading to new perspectives on the relationship between trading results and finance theory. He explores several different areas in depth--fundamental tools for investment management, equity strategies, macro strategies, and arbitrage strategies--and he looks at such diverse topics as portfolio choice, risk management, equity valuation, and yield curve logic. The book's strategies are illuminated further by interviews with leading hedge fund managers: Lee Ainslie, Cliff Asness, Jim Chanos, Ken Griffin, David Harding, John Paulson, Myron Scholes, and George Soros.Efficiently Inefficient effectively demonstrates how financial markets really work.Free problem sets are available online at http: //www.lhpedersen.com
SQL Queries for Mere Mortals: A Hands-on Guide to Data Manipulation in SQL
John L. Viescas - 2007
The authors have taken the mystery out of complex queries and explained principles and techniques with such clarity that a "Mere Mortal" will indeed be empowered to perform the superhuman. Do not walk past this book "--Graham Mandeno, Database Consultant""SQL Queries for Mere Mortals" provides a step-by-step, easy-to-read introduction to writing SQL queries. It includes hundreds of examples with detailed explanations. This book provides the tools you need to understand, modify, and create SQL queries"--Keith W. Hare, Convenor, ISO/IEC JTC1 SC32 WG3--the International SQL Standards Committee"I learned SQL primarily from the first edition of this book, and I am pleased to see a second edition of this book so that others can continue to benefit from its organized presentation of the language. Starting from how to design your tables so that SQL can be effective (a common problem for database beginners), and then continuing through the various aspects of SQL construction and capabilities, the reader can become a moderate expert upon completing the book and its samples. Learning how to convert a question in English into a meaningful SQL statement will greatly facilitate your mastery of the language. Numerous examples from real life will help you visualize how to use SQL to answer the questions about the data in your database. Just one of the "watch out for this trap" items will save you more than the cost of the book when you avoid that problem when writing your queries. I highly recommend this book if you want to tap the full potential of your database."--Kenneth D. Snell, Ph.D., Database Designer/Programmer"I don't think they do this in public schools any more, and it is a shame, but do you remember in the seventh and eighth grades when you learned to diagram a sentence? Those of you who do may no longer remember how you did it, but all of you do write better sentences because of it. John Viescas and Mike Hernandez must have remembered because they take everyday English queries and literally translate them into SQL. This is an important book for all database designers. It takes the complexity of mathematical Set Theory and of First Order Predicate Logic, as outlined in E. F. Codd's original treatise on relational database design, and makes it easy for anyone to understand. If you want an elementary- through intermediate-level course on SQL, this is the one book that is a requirement, no matter how many others you buy."--Arvin Meyer, MCP, MVP"Even in this day of wizards and code generators, successful database developers still require a sound knowledge of Structured Query Language (SQL, the standard language for communicating with most database systems). In this book, John and Mike do a marvelous job of making what's usually a dry and difficult subject come alive, presenting the material with humor in a logical manner, with plenty of relevant examples. I would say that this book should feature prominently in the collection on the bookshelf of all serious developers, except that I'm sure it'll get so much use that it won't spend much time on the shelf "-- Doug Steele, Microsoft Access Developer and author"Over the last several decades, SQL has evolved from a language known only to computer specialists to a widely used international standard of the computer industry. The number of new applications deployed each year using SQL now totals in the millions. If you are accessing corporate information from the Internet or from an internal network, you are probably using SQL. This new edition of "SQL Queries for Mere Mortals" helps new users learn the foundations of SQL queries, and is an essential reference guide for intermediate and advanced users.The accompanying CD contains five sample databases used for the example queries throughout the book in four different formats: Microsoft SQL Server 2000 and later, Microsoft Access 2000 and later, MySQL version 5.0 and later, and SQL scripts that can be used with most other implementations of the language.
Probabilistic Robotics
Sebastian Thrun - 2005
Building on the field of mathematical statistics, probabilistic robotics endows robots with a new level of robustness in real-world situations. This book introduces the reader to a wealth of techniques and algorithms in the field. All algorithms are based on a single overarching mathematical foundation. Each chapter provides example implementations in pseudo code, detailed mathematical derivations, discussions from a practitioner's perspective, and extensive lists of exercises and class projects. The book's Web site, www.probabilistic-robotics.org, has additional material. The book is relevant for anyone involved in robotic software development and scientific research. It will also be of interest to applied statisticians and engineers dealing with real-world sensor data.
Mining the Social Web: Analyzing Data from Facebook, Twitter, LinkedIn, and Other Social Media Sites
Matthew A. Russell - 2011
You’ll learn how to combine social web data, analysis techniques, and visualization to find what you’ve been looking for in the social haystack—as well as useful information you didn’t know existed.Each standalone chapter introduces techniques for mining data in different areas of the social Web, including blogs and email. All you need to get started is a programming background and a willingness to learn basic Python tools.Get a straightforward synopsis of the social web landscapeUse adaptable scripts on GitHub to harvest data from social network APIs such as Twitter, Facebook, LinkedIn, and Google+Learn how to employ easy-to-use Python tools to slice and dice the data you collectExplore social connections in microformats with the XHTML Friends NetworkApply advanced mining techniques such as TF-IDF, cosine similarity, collocation analysis, document summarization, and clique detectionBuild interactive visualizations with web technologies based upon HTML5 and JavaScript toolkits"A rich, compact, useful, practical introduction to a galaxy of tools, techniques, and theories for exploring structured and unstructured data." --Alex Martelli, Senior Staff Engineer, Google
Pattern Classification
David G. Stork - 1973
Now with the second edition, readers will find information on key new topics such as neural networks and statistical pattern recognition, the theory of machine learning, and the theory of invariances. Also included are worked examples, comparisons between different methods, extensive graphics, expanded exercises and computer project topics.An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department.
The Signal and the Noise: Why So Many Predictions Fail—But Some Don't
Nate Silver - 2012
He solidified his standing as the nation's foremost political forecaster with his near perfect prediction of the 2012 election. Silver is the founder and editor in chief of FiveThirtyEight.com. Drawing on his own groundbreaking work, Silver examines the world of prediction, investigating how we can distinguish a true signal from a universe of noisy data. Most predictions fail, often at great cost to society, because most of us have a poor understanding of probability and uncertainty. Both experts and laypeople mistake more confident predictions for more accurate ones. But overconfidence is often the reason for failure. If our appreciation of uncertainty improves, our predictions can get better too. This is the "prediction paradox": The more humility we have about our ability to make predictions, the more successful we can be in planning for the future.In keeping with his own aim to seek truth from data, Silver visits the most successful forecasters in a range of areas, from hurricanes to baseball, from the poker table to the stock market, from Capitol Hill to the NBA. He explains and evaluates how these forecasters think and what bonds they share. What lies behind their success? Are they good-or just lucky? What patterns have they unraveled? And are their forecasts really right? He explores unanticipated commonalities and exposes unexpected juxtapositions. And sometimes, it is not so much how good a prediction is in an absolute sense that matters but how good it is relative to the competition. In other cases, prediction is still a very rudimentary-and dangerous-science.Silver observes that the most accurate forecasters tend to have a superior command of probability, and they tend to be both humble and hardworking. They distinguish the predictable from the unpredictable, and they notice a thousand little details that lead them closer to the truth. Because of their appreciation of probability, they can distinguish the signal from the noise.
Machine Learning in Action
Peter Harrington - 2011
"Machine learning," the process of automating tasks once considered the domain of highly-trained analysts and mathematicians, is the key to efficiently extracting useful information from this sea of raw data. Machine Learning in Action is a unique book that blends the foundational theories of machine learning with the practical realities of building tools for everyday data analysis. In it, the author uses the flexible Python programming language to show how to build programs that implement algorithms for data classification, forecasting, recommendations, and higher-level features like summarization and simplification.
Discrete Mathematics and Its Applications
Kenneth H. Rosen - 2000
These themes include mathematical reasoning, combinatorial analysis, discrete structures, algorithmic thinking, and enhanced problem-solving skills through modeling. Its intent is to demonstrate the relevance and practicality of discrete mathematics to all students. The Fifth Edition includes a more thorough and linear presentation of logic, proof types and proof writing, and mathematical reasoning. This enhanced coverage will provide students with a solid understanding of the material as it relates to their immediate field of study and other relevant subjects. The inclusion of applications and examples to key topics has been significantly addressed to add clarity to every subject. True to the Fourth Edition, the text-specific web site supplements the subject matter in meaningful ways, offering additional material for students and instructors. Discrete math is an active subject with new discoveries made every year. The continual growth and updates to the web site reflect the active nature of the topics being discussed. The book is appropriate for a one- or two-term introductory discrete mathematics course to be taken by students in a wide variety of majors, including computer science, mathematics, and engineering. College Algebra is the only explicit prerequisite.
Web Scalability for Startup Engineers
Artur Ejsmont - 2015
With a focus on core concepts and best practices rather than on individual languages, platforms, or technologies, Web Scalability for Startup Engineers describes how infrastructure and software architecture work together to support a scalable environment.You'll learn, step by step, how scalable systems work and how to solve common challenges. Helpful diagrams are included throughout, and real-world examples illustrate the concepts presented. Even if you have limited time and resources, you can successfully develop and deliver robust, scalable web applications with help from this practical guide.Learn the key principles of good software design required for scalable systemsBuild the front-end layer to sustain the highest levels of concurrency and request ratesDesign and develop web services, including REST-ful APIsEnable a horizontally scalable data layerImplement caching best practicesLeverage asynchronous processing, messaging, and event-driven architectureStructure, index, and store data for optimized searchExplore other aspects of scalability, such as automation, project management, and agile teams
Thinking with Data
Max Shron - 2014
In this practical guide, data strategy consultant Max Shron shows you how to put the why before the how, through an often-overlooked set of analytical skills.Thinking with Data helps you learn techniques for turning data into knowledge you can use. You’ll learn a framework for defining your project, including the data you want to collect, and how you intend to approach, organize, and analyze the results. You’ll also learn patterns of reasoning that will help you unveil the real problem that needs to be solved.Learn a framework for scoping data projectsUnderstand how to pin down the details of an idea, receive feedback, and begin prototypingUse the tools of arguments to ask good questions, build projects in stages, and communicate resultsExplore data-specific patterns of reasoning and learn how to build more useful argumentsDelve into causal reasoning and learn how it permeates data workPut everything together, using extended examples to see the method of full problem thinking in action
Build a Career in Data Science
Emily Robinson - 2020
Industry experts Jacqueline Nolis and Emily Robinson lay out the soft skills you’ll need alongside your technical know-how in order to succeed in the field. Following their clear and simple instructions you’ll craft a resume that hiring managers will love, learn how to ace your interview, and ensure you hit the ground running in your first months at your new job. Once you’ve gotten your foot in the door, learn to thrive as a data scientist by handling high expectations, dealing with stakeholders, and managing failures. Finally, you’ll look towards the future and learn about how to join the broader data science community, leaving a job gracefully, and plotting your career path. With this book by your side you’ll have everything you need to ensure a rewarding and productive role in data science.
Hello World: Being Human in the Age of Algorithms
Hannah Fry - 2018
It’s time we stand face-to-digital-face with the true powers and limitations of the algorithms that already automate important decisions in healthcare, transportation, crime, and commerce. Hello World is indispensable preparation for the moral quandaries of a world run by code, and with the unfailingly entertaining Hannah Fry as our guide, we’ll be discussing these issues long after the last page is turned.