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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.
 35 Hours

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