Quant Pythonista's profile

I’m on my way back from R/Finance 2012. Those guys did a nice job of organizing the conference and was great to meet everyone there. As part of pandas development, I have had to develop a suite of high performance …Read more »

(12 days ago)

Quant Pythonista wrote a new blog post titled A O(n log n) NA-friendly “as of” array operations

In time series data, it’s fairly common to need to compute the last known value “as of” a particular date. However, missing data is the norm, so it’s a touch more complicated than doing a simple binary search. Here is …Read more »

(22 days ago)

Quant Pythonista wrote a new blog post titled Why I’m not on the Julia bandwagon (yet)

I apologize in advance for writing what might be the first neutral to negative article about Julia that you’ve read. For those of you who don’t know, Julia is a new dynamic language with an LLVM-based JIT compiler designed for …Read more »

(23 days ago)

About:

I'm a NYC-based Python hacker, statistician, and financial technology consultant. I love building powerful, intuitive research- and production-worthy tools for data-centric applications, especially in statistics and quantitative finance. I'm also interested in high performance and distributed computing, databases, GPU computing, and data visualization.

Blogs

Media

Quant Pythonista Blog Header

Quant Pythonista 124 days ago

Quant Pythonista

Blog: Mastering high performance data algorithms I: Group By

Quant Pythonista

Blog: A O(n log n) NA-friendly “as of” array operations

Quant Pythonista

Blog: Why I’m not on the Julia bandwagon (yet)

Quant Pythonista

Blog: The need for an embedded array expression compiler for NumPy

Quant Pythonista

Blog: vbench Lightning Talk Slides from PyCon 2012

Quant Pythonista Blog Header