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{ "item_title" : "Financial Data Engineering with Python", "item_author" : [" Danny Munrow", "James Preston "], "item_description" : "Reactive PublishingFinancial data is no longer just stored. It is engineered, validated, versioned, and deployed like production software.Financial Data Engineering with Python is a practical, system-level guide for building robust financial data pipelines that support market analytics, accounting infrastructure, and forward-looking forecasting models. Designed for financial analysts, data engineers, quant researchers, and technical finance professionals, this book bridges the gap between traditional financial data handling and modern production-grade data architecture.Instead of focusing on theory alone, this book shows how real financial data systems are structured in high-performance environments where data latency, accuracy, auditability, and reproducibility directly impact decision-making and risk exposure.Inside, you will learn how to: - Design resilient market data pipelines for pricing, trading, and risk systems- Engineer accounting data flows that support reconciliation, audit trails, and reporting integrity- Build forecasting data layers that integrate historical, real-time, and external macro datasets- Implement Python-based ETL, validation, and monitoring frameworks for financial workloads- Structure financial data models for scalability across research, reporting, and production systems- Reduce data fragility using schema controls, versioning, and automated quality checksThe book emphasizes production reality: messy source data, regulatory constraints, system interoperability, and the need for repeatable, testable data processes across financial organizations.Whether you are modernizing legacy finance workflows, building institutional-grade analytics infrastructure, or developing next-generation financial data platforms, this guide provides a clear, implementation-focused blueprint grounded in real-world financial data engineering practice.", "item_img_path" : "https://covers4.booksamillion.com/covers/bam/9/79/824/727/9798247274483_b.jpg", "price_data" : { "retail_price" : "34.99", "online_price" : "34.99", "our_price" : "34.99", "club_price" : "34.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Financial Data Engineering with Python|Danny Munrow

Financial Data Engineering with Python : Market, Accounting, and Forecasting Pipeline Design

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Overview

Reactive Publishing

Financial data is no longer just stored. It is engineered, validated, versioned, and deployed like production software.

Financial Data Engineering with Python is a practical, system-level guide for building robust financial data pipelines that support market analytics, accounting infrastructure, and forward-looking forecasting models. Designed for financial analysts, data engineers, quant researchers, and technical finance professionals, this book bridges the gap between traditional financial data handling and modern production-grade data architecture.

Instead of focusing on theory alone, this book shows how real financial data systems are structured in high-performance environments where data latency, accuracy, auditability, and reproducibility directly impact decision-making and risk exposure.

Inside, you will learn how to:

- Design resilient market data pipelines for pricing, trading, and risk systems
- Engineer accounting data flows that support reconciliation, audit trails, and reporting integrity
- Build forecasting data layers that integrate historical, real-time, and external macro datasets
- Implement Python-based ETL, validation, and monitoring frameworks for financial workloads
- Structure financial data models for scalability across research, reporting, and production systems
- Reduce data fragility using schema controls, versioning, and automated quality checks

The book emphasizes production reality: messy source data, regulatory constraints, system interoperability, and the need for repeatable, testable data processes across financial organizations.

Whether you are modernizing legacy finance workflows, building institutional-grade analytics infrastructure, or developing next-generation financial data platforms, this guide provides a clear, implementation-focused blueprint grounded in real-world financial data engineering practice.

This item is Non-Returnable

Details

  • ISBN-13: 9798247274483
  • ISBN-10: 9798247274483
  • Publisher: Independently Published
  • Publish Date: February 2026
  • Dimensions: 9 x 6 x 0.87 inches
  • Shipping Weight: 1.25 pounds
  • Page Count: 428

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