Calling All Python Developers…

Calling All Python Developers…

January 28, 2014 Uncategorized
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(Last Updated On: February 1, 2014)

Master Shenglan, our former resident programming genius who has since left us for the riches of Wall Street, is in need of some help…
Shenglan is developing a really cool Python package that will replicate all the function in the R Performance Analytics library.
From Master Shenglan:
Although Pandas is a very versatile library for financial modeling in python, we can make the process even easier by developing a PerformanceAnalytics package for python. The aim is to provide the same set of APIs as that of PerformanceAnalytics. In this way, people who are familiar with R can easily migrate to Python.

 Why this package is interesting?

This package can help draw people to do more financial modeling in python. Moreover, given Python’s advantage in web development over R, I believe the development of this project will help people in making web applications to further democratize quantitative analytics.

In other words, once the library is complete, we’re going to use it to create some sweet free tools for TurnkeyAnalyst.com!

This is the link to the repository: https://github.com/zsljulius/PerformanceAnalytics
If you’d like to help us out and you have development expertise–come on board!

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About the Author

Wesley R. Gray, Ph.D.

After serving as a Captain in the United States Marine Corps, Dr. Gray earned a PhD, and worked as a finance professor at Drexel University. Dr. Gray’s interest in bridging the research gap between academia and industry led him to found Alpha Architect, an asset management that delivers affordable active exposures for tax-sensitive investors. Dr. Gray has published four books and a number of academic articles. Wes is a regular contributor to multiple industry outlets, to include the following: Wall Street Journal, Forbes, ETF.com, and the CFA Institute. Dr. Gray earned an MBA and a PhD in finance from the University of Chicago and graduated magna cum laude with a BS from The Wharton School of the University of Pennsylvania.


  • Sounds interesting Wes. You have one python dev at your service!

  • Cool. Shenglan is grinding away, but the more help, the merrier.