Course Outline
Introduction
Setting up the Development Environment
- Local vs online programming: Anaconda and Jupyter
Python Programming Fundamentals
- Control structures, data types, functions, data structures, and operators.
Extending Python's Capabilities
- Modules and Packages.
Your first Python Application
- Estimating start and end dates and times.
Accessing External Data with Python
- Importing and exporting, reading and writing CSV data.
- Accessing data in an SQL database.
Organizing Data Using Arrays and Vectors in Python
- NumPy and vectorized functions.
Visualizing Data with Python
- Matplotlib for 2D and 3D plotting, pyplot, and SciPy.
Analyzing Data with Python
- Data analysis with scipy.stats and pandas.
- Importing and exporting financial data (Excel, web data, etc.).
Simulating Asset Price Trajectories
- Monte Carlo simulation.
Asset Allocation and Portfolio Optimization
- Performing capital allocation, asset allocation, and risk assessment.
Risk Analysis and Investment Performance
- Defining and solving portfolio optimization problems.
Fixed-Income Analysis and Option Pricing
- Performing fixed-income analysis and option pricing.
Financial Time Series Analysis
- Analyzing time series data in financial markets.
Taking Your Python Application into Production
- Integrating your application with Excel and other web applications.
Application Performance
- Optimizing your application.
- Parallel Computing and Multiprocessing.
Troubleshooting
Closing Remarks
Requirements
- A working knowledge of finance (securities, derivatives, etc.).
- A general understanding of probability and statistics.
- Elementary differential and integral calculus.
Testimonials (3)
How to manage business financials
surprise mtileni - Hatima Holdings (Pty) ltd
Course - Learning Xero
Good communication, open for discussion, kept it interesting and engaging
Ahmet Keyman - Keytrade AG
Course - Management Accounting and Finance for Non-Finance Professionals
Hands-on exercises related to content really helps to understand more about each topic. Also, style of start class with lecture and continue with hands-on exercise is good and helpful to relate with the lecture that presented earlier.
