Search icon
Subscription
0
Cart icon
Close icon
You have no products in your basket yet
Arrow left icon
All Products
Best Sellers
New Releases
Books
Videos
Audiobooks
Learning Hub
Newsletters
Free Learning
Arrow right icon
Python for Finance

You're reading from  Python for Finance

Product type Book
Published in Apr 2014
Publisher
ISBN-13 9781783284375
Pages 408 pages
Edition 1st Edition
Languages
Author (1):
Yuxing Yan Yuxing Yan
Profile icon Yuxing Yan

Table of Contents (20) Chapters

Python for Finance
Credits
About the Author
Acknowledgments
About the Reviewers
www.PacktPub.com
Preface
Introduction and Installation of Python Using Python as an Ordinary Calculator Using Python as a Financial Calculator 13 Lines of Python to Price a Call Option Introduction to Modules Introduction to NumPy and SciPy Visual Finance via Matplotlib Statistical Analysis of Time Series The Black-Scholes-Merton Option Model Python Loops and Implied Volatility Monte Carlo Simulation and Options Volatility Measures and GARCH Index

Sequential versus random access


If we have daily stock data, we could have them saved in different patterns. One way is to save them as stock ID, date, high, low, opening price, closing price, and trading volume. We could sort our stock ID and save them one after another. We have two ways to write a Python program to access IBM data: sequential access and random access. For sequential access, we read one line and check its stock ID to see if it matches our ticker. If not, we go to the next line, until we find our data. Such a sequential search is not efficient, especially when our dataset is huge, such as several gigabits. It is a good idea to generate an index file, such as IBM, 1,000, 2,000. Based on this information, we know that IBM's data is located from line 1,000 to line 2000. Thus, to retrieve IBM's data, we could jump to line 1,000 immediately without having to go through the first 999 lines. This is called random access.

lock icon The rest of the chapter is locked
Register for a free Packt account to unlock a world of extra content!
A free Packt account unlocks extra newsletters, articles, discounted offers, and much more. Start advancing your knowledge today.
Unlock this book and the full library FREE for 7 days
Get unlimited access to 7000+ expert-authored eBooks and videos courses covering every tech area you can think of
Renews at $15.99/month. Cancel anytime}