Thanks for your input.Python and C++ are popular. R is useful as well.
I use R in my daily quant work (I moved to R from matlab in 2007). It is used everywhere in quant finance. R (after S+) is THE statistics language.
When you say Python, you have to be specfic. 2 or 3? (in python2, 1/2 is 0 while it is 0.5 in python3)
It sounds like you're using Windows 7 and you selected pip to install your package. Some sort of compatibility issue. You may be willing to upgrade to Windows 8 or 10 (I still love my own jokes). Importantly, your package might well be working as expected. Does it make sense?Stupid question
Installing rpy2==3.0.4 from VisialStudio give the error
ERROR: C:\Program Files (x86)\Microsoft Visual Studio\Shared\Python36_64\lib\site-packages\setuptools\pep425tags.py:89: RuntimeWarning: Config variable 'Py_DEBUG' is unset, Python ABI tag may be incorrect
warn=(impl == 'cp')):
Any ideas, Farid?
Hi everyone, thanks for your responses. It seems like quite a few people are voting for Python 3 - with a strong case for R not being made yet. I think bearish is right in that it's more important what you do with these tools then the tools themselves. I suppose it's just frustrating for me that I can't kill two birds with one stone; i.e. my maths department doesn't use python. On the topic of what I know, does anyone have an opinion on my subject choices? Going broader with my education (numerical solutions/efficiency/simulation subject) vs deeper (more advanced ML/bayesian stats)?Sounds about right. As somebody who occasionally hire quants, I'd say that what you propose to do with these tools is more important than your tool of choice. That being said, the Python infrastructure (not the least including Two Sigma, Google and Facebook contributions) is pretty impressive, and your ability to integrate your efforts with others is most likely maximized in Python. If you were to travel back in time to the glory days of derivatives modeling, or somewhat more recently, HFT, by all means sharpen your C++ skills.
matterhorn:/usr/bin # pip3 install rpy2 Collecting rpy2 Using cached https://files.pythonhosted.org/packages/8d/7c/826eb74dee57e54608346966ed931674b521cf098759647ed1a103ccfa79/rpy2-3.0.4.tar.gz ...... Installing collected packages: zipp, importlib-metadata, pluggy, more-itertools, attrs, atomicwrites, wcwidth, py, pytest, MarkupSafe, jinja2, simplegeneric, rpy2, pycparser Running setup.py install for simplegeneric ... done Running setup.py install for rpy2 ... done Running setup.py install for pycparser ... done Successfully installed MarkupSafe-1.1.1 atomicwrites-1.3.0 attrs-19.1.0 importlib-metadata-0.18 jinja2-2.10.1 more-itertools-7.0.0 pluggy-0.12.0 py-1.8.0 pycparser-2.19 pytest-4.6.3 rpy2-3.0.4 simplegeneric-0.8.1 wcwidth-0.1.7 zipp-0.5.1
Indeed, Farid. I even stooped so low as to define computer ENV variables ... last time I did that was on minis.As usual, installing a package from source on windows is a mess.
C:\Users\farid\Downloads>set R_USER=%USERNAME% C:\Users\farid\Downloads>pip install rpy2-2.9.5-cp37-cp37m-win_amd64.whl Processing c:\users\farid\downloads\rpy2-2.9.5-cp37-cp37m-win_amd64.whl Collecting six (from rpy2==2.9.5) Downloading https://files.pythonhosted.org/packages/73/fb/00a976f728d0d1fecfe8 98238ce23f502a721c0ac0ecfedb80e0d88c64e9/six-1.12.0-py2.py3-none-any.whl Collecting jinja2 (from rpy2==2.9.5) Downloading https://files.pythonhosted.org/packages/1d/e7/fd8b501e7a6dfe492a43 3deb7b9d833d39ca74916fa8bc63dd1a4947a671/Jinja2-2.10.1-py2.py3-none-any.whl (124 kB) 100% |████████████████████████████████| 133kB 1.6MB/s Collecting MarkupSafe>=0.23 (from jinja2->rpy2==2.9.5) Downloading https://files.pythonhosted.org/packages/65/c6/2399700d236d1dd681af 8aebff1725558cddfd6e43d7a5184a675f4711f5/MarkupSafe-1.1.1-cp37-cp37m-win_amd64.w hl Installing collected packages: six, MarkupSafe, jinja2, rpy2 Successfully installed MarkupSafe-1.1.1 jinja2-2.10.1 rpy2-2.9.5 six-1.12.0