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Course Outline

Introduction

Establishing the Development Environment

  • Local versus cloud-based programming: Utilizing Anaconda and Jupyter

Fundamentals of Python Programming

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

Enhancing Python Functionality

  • Modules and packages

Developing Initial Python Applications

  • Calculating start and end dates and times

Retrieving External Data via Python

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

Managing Data with Arrays and Vectors in Python

  • NumPy and vectorized functions

Data Visualization Using Python

  • Matplotlib for two- and three-dimensional plotting, pyplot, and SciPy

Data Analysis with Python

  • Statistical analysis using scipy.stats and pandas
  • Importing and exporting financial data (Excel, web sources, etc.)

Simulating Asset Price Pathways

  • Monte Carlo simulation techniques

Asset Allocation and Portfolio Optimization

  • Executing capital allocation, asset distribution, and risk assessment

Risk Analysis and Investment Performance Metrics

  • Defining and resolving portfolio optimization challenges

Fixed-Income Analysis and Option Pricing Models

  • Conducting fixed-income analysis and option pricing evaluations

Financial Time Series Analysis

  • Evaluating time series data within financial markets

Deploying Python Applications for Government Use

  • Integrating applications with Excel and other web-based systems for government operations

Application Performance Optimization

  • Optimizing application efficiency
  • Parallel computing and multiprocessing strategies

Troubleshooting Procedures

Closing Remarks

Requirements

  • Familiarity with financial principles, including securities and derivatives.
  • Comprehensive knowledge of probabilistic and statistical concepts.
  • Competency in elementary differential and integral calculus.
 35 Hours

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