This interview podcast features Aaron Fifield interviewing Dr. Yves Hilpisch, a quantitative finance expert and Python advocate. The conversation begins with Dr. Hilpisch's background, tracing his path from an interest in medicine to a PhD in mathematical finance and his current work in computational finance and financial data science. The discussion then delves into Dr. Hilpisch's consultancy projects, his use of Python in quantitative finance (including the open-source DxAnalytics library), and his views on machine learning's role in the field. Finally, the interview covers the Python Quants community, resources for learning Python, and the advantages of open-source languages in finance. A specific example discussed is the Python-based tutorial series Dr. Hilpisch created for Eurex, the German derivatives exchange, covering the VSTOX volatility index and backtesting applications.
