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Course Outline

Introduction

Setting Up the Development Environment

  • Local vs. online programming: Exploring Anaconda and Jupyter

Python Programming Fundamentals

  • Control structures, data types, functions, data structures, and operators

Extending Python's Capabilities

  • Understanding and using Modules and Packages

Developing Your First Python Application

  • Estimating beginning and ending dates and times

Accessing External Data with Python

  • Importing and exporting, as well as reading and writing CSV data
  • Interacting with data stored in SQL databases

Organizing Data Using Arrays and Vectors in Python

  • Leveraging NumPy and vectorized functions

Visualizing Data with Python

  • Creating 2D and 3D plots with Matplotlib, using pyplot, and integrating SciPy

Analyzing Data with Python

  • Performing data analysis with scipy.stats and pandas
  • Importing and exporting financial data from sources like Excel and websites

Simulating Asset Price Trajectories

  • Implementing Monte Carlo simulations

Asset Allocation and Portfolio Optimization

  • Executing capital allocation, asset allocation, and risk assessment strategies

Risk Analysis and Investment Performance

  • Formulating and solving portfolio optimization problems

Fixed-Income Analysis and Option Pricing

  • Conducting fixed-income analysis and calculating option prices

Financial Time Series Analysis

  • Analyzing time series data within financial markets

Deploying Your Python Application to Production

  • Integrating your application with Excel and other web-based tools

Application Performance

  • Optimizing application performance
  • Utilizing Parallel Computing and Multiprocessing

Troubleshooting Strategies

Closing Remarks

Requirements

  • A solid understanding of finance concepts (e.g., securities, derivatives)
  • A general grasp of probability and statistics
  • Basic knowledge of differential and integral calculus
 35 Hours

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