Book Image

Python for Finance

By : Yuxing Yan
Book Image

Python for Finance

By: Yuxing Yan

Overview of this book

Table of Contents (20 chapters)
Python for Finance
Credits
About the Author
Acknowledgments
About the Reviewers
www.PacktPub.com
Preface
Index

Generating random numbers from a uniform distribution


When we plan to randomly choose m stocks from n available stocks, we could draw a set of random numbers from a uniform distribution. To generate 10 random numbers between one and 100 from a uniform distribution, we have the following code. To guarantee that we generate the same set of random numbers, we use the seed() function as follows:

>>>import scipy as sp
>>>sp.random.seed(123345)
>>>x=sp.random.uniform(low=1,high=100,size=10)

Again, low, high, and size are the three keywords for the three input variables. The first one specifies the minimum, the second one specifies the high end, while the size gives the number of the random numbers we intend to generate. The first five numbers are shown as follows:

>>>print x[0:5]
[ 30.32749021  20.58006409   2.43703988  76.15661293  75.06929084]
>>>