Python (and other CS kinda) Resources for Financial Time Series

Python: How to Get It

Simple (and Nice!) Python Tutorials From UPenn CS391

1. Part 1

2. Part 2

3. Part 3

4. Not from CS391, but handy. To run Python from the DOS command line you need to put python (and your script directory) on the Windows XP path. Glory be, there is a video that tells you how to do this. It is brief and clear.

News You Can Use: Justin Rising has provided us with a python program convert.py that takes multiple ticker returns as produced by CRSP and puts them into columns of returns as we would like to have in R. Michael Boldin has some comments and refinements to the convert.py program.

If you have written Python or R code that you would like to share with future generations of students, please pass it along and I will post it with attribution.