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 Duration 35 hours

Course Outline

Introduction

Establishing the Development Environment

  • Local versus online programming: Anaconda and Jupyter

Essential Python Programming Concepts

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

Enhancing Python Functionality

  • Working with Modules and Packages

Developing Your Initial Python Application

  • Calculating start and end dates and times

Retrieving External Data via Python

  • Handling imports and exports, as well as reading and writing CSV files
  • Interacting with data stored in SQL databases

Structuring Data with Arrays and Vectors in Python

  • Utilizing NumPy and vectorized operations

Data Visualization in Python

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

Performing Data Analysis in Python

  • Conducting data analysis using scipy.stats and pandas
  • Importing and exporting financial datasets (Excel files, web data, etc.)

Simulating Asset Price Movements

  • Implementing Monte Carlo simulation

Asset Allocation and Portfolio Optimization

  • Executing capital allocation, asset distribution, and risk evaluation

Risk Assessment and Investment Performance

  • Formulating and resolving portfolio optimization challenges

Fixed-Income Analysis and Option Valuation

  • Carrying out fixed-income analysis and pricing options

Analysis of Financial Time Series

  • Examining time series data within financial markets

Deploying Your Python Application to Production

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

Optimizing Application Performance

  • Refining application efficiency
  • Employing Parallel Computing and Multiprocessing

Debugging and Troubleshooting

Conclusion

Requirements

  • Familiarity with financial concepts (such as securities and derivatives)
  • A foundational grasp of probability and statistics
  • Basic knowledge of differential and integral calculus

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