In November 2016, we released Version 1.0.6 of the Data Import Tool (DIT), an addition to the Canopy data analysis environment. With the Data Import Tool, you can quickly import structured data files as Pandas DataFrames, clean and manipulate the data using a graphical interface, and create reusable Python scripts to speed future data wrangling.
For example, the Data Import Tool lets you delete rows and columns containing Null values or replace the Null values in the DataFrame with a specific value. It also allows you to create new columns from existing ones. All operations are logged and are reversible in the Data Import Tool so you can experiment with various workflows with safeguards against errors or forgetting steps. Continue reading
Authors: Brett Murphy and Aaron Waters
The March 6 New York Quantitative Python User’s Group (NY QPUG) Meetup included presentations by NAG (Numerical Algorithms Group), known for its high quality numerical computing software and high performance computing (HPC) services, and Enthought, a provider of scientific computing solutions powered by Python.
Brian Spector, a technical consultant at NAG, presented “Implied Volatility using Python’s Pandas Library.” He covered a technique and script for calculating implied volatility for option prices in the Black–Scholes formula using Pandas and nag4py. With this technique, you can determine for what volatility the Black–Scholes equation price equals the market price. This volatility is then denoted as the implied volatility observed in the market. Brian fitted varying degrees of polynomials to the volatility curves, then examined the volatility surface and its sensitivity with respect to the interest rate. See the full presentation in the video below: