Quick-Start Python Quantitative Research Environment on Ubuntu 14.04

Quick-Start Python Quantitative Research Environment on Ubuntu 14.04

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 contact us at support@quantstart.com and we will try to help you out.