Real World Excel Quant Analyst – Bond Pricing

By Toyin Akin,

  Filed under: Analyst, Blog Posts, Bonds, Capital Markets, Microsoft Excel, Quant Development
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Real World Excel Quant Analyst - Bond Pricing

Note : This course is built on top of the “Real World Spark 2 – Interactive Python pyspark Core – Toyin Akin” course

Spark’s python shell provides a simple way to learn the API, as well as a powerful tool to analyze data interactively. It is available in Python. Start it by running the following anywhere within a bash terminal within the built Virtual Machine

pyspark

Spark’s primary abstraction is a distributed collection of items called a Resilient Distributed Dataset (RDD). RDDs can be created from collections, Hadoop InputFormats (such as HDFS files) or by transforming other RDDs

Spark Monitoring and Instrumentation

While creating RDDs, performing transformations and executing actions, you will be working heavily within the monitoring view of the Web UI.

Every SparkContext launches a web UI, by default on port 4040, that displays useful information about the application. This includes:

A list of scheduler stages and tasks A summary of RDD sizes and memory usage Environmental information. Information about the running executors

Why Apache Spark …

Apache Spark run programs up to 100x faster than Hadoop MapReduce in memory, or 10x faster on disk. Apache Spark has an advanced DAG execution engine that supports cyclic data flow and in-memory computing. Apache Spark offers over 80 high-level operators that make it easy to build parallel apps. And you can use it interactively from the Scala, Python and R shells. Apache Spark can combine SQL, streaming, and complex analytics.

Apache Spark powers a stack of libraries including SQL and DataFrames, MLlib for machine learning, GraphX, and Spark Streaming. You can combine these libraries seamlessly in the same application.

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