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 Duration 35 hours

Course Outline

Introduction

Configuring the Development Environment

  • Local versus online programming environments: Anaconda and Jupyter

Foundations of Python Programming

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

Enhancing Python Functionality

  • Modules and Packages

Initial Python Application Development

  • Calculating start and end dates and times

Retrieving External Data via Python

  • Importing and exporting, reading and writing CSV data
  • Accessing data within SQL databases

Structuring Data Using Arrays and Vectors in Python

  • NumPy and vectorized operations

Data Visualization with Python

  • Matplotlib for 2D and 3D plotting, pyplot, and SciPy

Data Analysis Using Python

  • Analytical procedures using scipy.stats and pandas
  • Importing and exporting financial datasets (Excel, web data, etc.)
  • Simulating Asset Price Movements

    • Monte Carlo simulation methods

    Capital Allocation and Portfolio Optimization

    • Executing capital allocation, asset distribution, and risk evaluation

    Risk Assessment and Investment Performance Metrics

    • Formulating and resolving portfolio optimization issues

    Fixed-Income Analysis and Derivative Valuation

    • Conducting fixed-income analysis and option pricing

    Financial Time Series Analysis

    • Evaluating time-series data within financial markets

    Deploying Python Applications for Production Use

    • Integrating applications with Excel and other web-based systems

    Application Performance Enhancement

    • Application optimization strategies
  • Parallel computing and multiprocessing
  • Diagnostic and Troubleshooting Procedures

    Conclusion

    Requirements

    • Familiarity with financial concepts (securities, derivatives, etc.)
    • A general grasp of probability and statistics
    • Basic knowledge of differential and integral calculus

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