Rebecca Kelly- A shared Python, R and Q Jupyter Notebook - A Quant Sandbox Dream |JupyterCon 2020

Brief Summary Leveraging the fusion interfaces in kdb+/q, Python and R are loaded into shared memory which allows free choice between Python, R and q code cells in your notebook. Libraries from any can be imported and applied directly to the data, providing the perfect Quant Sandbox environment. For polyglots interested in finance, big data or time series analysis, this is a valuable tool to add to the box. Outline Talk outline: Introduction - 2 minutes Supply Context - Set the context of typical Quant work cycles and introduce the concept of a Quant Sandbox for those unfamiliar - approx 3 minutes Introduce the languages in question - a brief overview of the languages Python, R and kdb+/q and provide context on their typical usage in Finance with time series data. - approx 7 minutes Introduce the concept of shared environment - a brief note on why a shared environment would be beneficial - approx 3 minutes Worked demonstration - a walk through a typical financial quant notebook, using the three languages to show the syntax and functionality. - approx 10 minutes Closing statements - quick pros and cons, notes on supportability, SDLC and additional tools e.g. jupytext and github integration etc. - approx 5 minutes. The central thesis of the talk is empowering developers with ready availability of the tools they need (or just prefer) to work with. Reducing the friction between languages (and even more conceptually, between data and code) allows developers to maintain their focus on solving the problem at hand, using the appropriate tool for each portion of the problem. The worked problem being demonstrated will be finance focused but the concepts are more universally applicable. This would also be the first public presentation of the shared three language environment outside of industry usage. Attendees will come away with a concrete understanding of: The Quantitative Financial Analyst Role The three languages (Python, R and q) and their typical usage in Fin