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Python for Quantitative Finance / Built-In Data Structures

Overview

Every function built in Functions and Decomposition took and returned single scalar values. Real quant programs need to hold a whole collection of related data at once — a schedule of cash flows, a labelled set of instrument prices, a portfolio of tickers — and to choose, deliberately, which of Python's structured types fits each collection's shape. This topic covers all four of Python's built-in structured types (tuples, ranges, lists, dictionaries, and sets), the single deciding question that distinguishes most of them (mutability), and the mechanics — aliasing, cloning, hashability — that come with mutability once it enters the picture. docs/programme-profiles/library/introduction-to-python.md names this Stage 4 "the quant programmer's toolkit," and the name is deliberate: labelled financial series and parameter maps are the natural application throughout.

In this lesson

  1. Learning objectives
  2. Contents
  3. The big picture

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