Hi Chase, Thanks for your interest. Many of the topics you bring up are definitely of interest to us.
In my experience students who present and run with their own topics often produce good results, so, if you have a particular interest in quantitative finance then it's good to push on that. However, specific application-focused projects tend to see a bit less use than general mathematical infrastructure; they are only used by their domain rather than re-used by lots of domains. I wonder, are there some interesting pieces of mathematics on which finance depends that you could implement instead? In other words is it possible to break down finance into various general mathematical pieces, implement/improve those, and then finally cap the project with a very thin finance layer? That being said, my understanding is that the Python/finance world is pretty big and our current community doesn't currently make efforts to support it in the same way that we do the sciences. Having someone around who thought about how SymPy could benefit the financial world is probably good for the project. -Matt On Mon, Mar 3, 2014 at 4:43 PM, Chase Relock <[email protected]> wrote: > Hi all, > My name is Chase Relock > I'm current a senior in mathematics at UC Berkeley and have experience > programming python primarily. I've done two classes in pure group theory > and have a lot of resources at my disposal on group theory that make it a > viable choice for me. I've also done a high level ODE theory course which > I've retained a lot of material from and could contribute. Ideally though I > might be interested in implementing some statistical finance module. A > built in black-scholes model and the calculation of implied volatility > (Often something goal-seeked in excel) could be a place to start. I have > also developed some interesting results from this question I initially > asked on Quant StackExchange > HERE<http://quant.stackexchange.com/questions/10407/algorithmical-repilcation-of-a-profit-and-loss-function-using-different-options> > that > allow for a very nice symbolic construction of a portfolio from a given > payoff function that is more elegant than the solution proposed in the > linked PDF. It would actually go hand-in-hand with a symbolic matrix > library. This is a topic I will also most likely be writing a small paper > about as I find that there is an interesting argument to be made about > finding a minimum collection of options that generate a portfolio. > Stochastic finance also very quickly leads to the usefulness of a > stochastic process module. Please let me know if anything here would > actually be of interest, as I'd be very excited to implement some of these > ideas. > > -- > You received this message because you are subscribed to the Google Groups > "sympy" group. > To unsubscribe from this group and stop receiving emails from it, send an > email to [email protected]. > To post to this group, send email to [email protected]. > Visit this group at http://groups.google.com/group/sympy. > To view this discussion on the web visit > https://groups.google.com/d/msgid/sympy/d492a9ed-c74a-4b66-8a8d-844241f4130b%40googlegroups.com > . > For more options, visit https://groups.google.com/groups/opt_out. > -- You received this message because you are subscribed to the Google Groups "sympy" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/sympy. To view this discussion on the web visit https://groups.google.com/d/msgid/sympy/CAJ8oX-FRdqjE%3DZ91%3DTkDYLE2aRRveBpg_1QisLQSAJZ0ey5QEw%40mail.gmail.com. For more options, visit https://groups.google.com/groups/opt_out.
