ML4T Software Installation

Overview

Use the following instructions to set up a development environment on your local machine. It should include:

• The proper version of Python (namely 2.7)
• Installation of necessary libraries (e.g. NumPy, Pandas, etc.)
• Installation of historical stock data.

Important note: We use a specific, static dataset for this course, which we will provide. If you download your own data from Yahoo (or elsewhere), you will get wrong answers on assignments.

Instructions

Install:

• Python 2.7 (NOT Python 3) [link]
  

If you're on Mac OS X, we recommend installing Python using Homebrew.

• pip (in case your Python doesn't come with it) [link]
• virtualenv, virtualenvwrapper (highly recommended) [link]
  

Create a virtual environment to use for this course, and pip install the following within it.

• IPython, NumPy 1.9+, SciPy 0.14+, Pandas 0.16+ [link]

Test your environment by running the script: validate\_env.py (get it here).

   python validate_env.py

If it complains, fix the problems, then repeat till you get a clean output (no errors or exceptions).