This is a short article that expands on the previous discussion of how to install an algorithmic trading research environment on Ubuntu Linux. In this instance we bring it up to date for the latest release of Ubuntu, version 14.04.
Assuming you have just created a fresh install of Ubuntu 14.04 Desktop, then you can run the following list of commands to obtain a Python environment with all of the necessary libraries for algorithmic trading research.
Firstly, update and upgrade your system:
sudo apt-get update && sudo apt-get upgrade
Then install the necessary system dependencies for the Python libraries and compilation:
sudo apt-get install build-essential python2.7-dev python-dev python-pip liblapack-dev libblas-dev libatlas-base-dev gfortran libpng-dev libjpeg8-dev libfreetype6-dev libqt4-core libqt4-gui libqt4-dev libzmq-dev
Now we use pip, which was installed at the system level, to install virtualenv:
sudo pip install virtualenv
Finally we can install all of the necessary scientific libraries necessary for statistical modelling, machine learning and time series analysis (compilation will take some time!):
pip install numpy pip install scipy pip install matplotlib pip install pandas pip install scikit-learn pip install ipython pip install pyzmq pip install pygments pip install patsy pip install statsmodels
And that's it! If you have any trouble following any of the above steps, please write in the comments and I will try to help you out.comments powered by Disqus
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