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Course Outline

Introduction

Configuring the Development Environment

  • Local programming versus online environments: Anaconda and Jupyter

Core 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 initial and terminal dates and times

Retrieving External Data with Python

  • Data import/export processes, including reading and writing CSV files
  • Connecting to and querying data within SQL databases

Structuring Data with Arrays and Vectors in Python

  • Utilizing NumPy and vectorized operations

Data Visualization Techniques in Python

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

Data Analysis with Python

  • Performing statistical analysis using scipy.stats and pandas
  • Handling financial data imports and exports (Excel, web sources, etc.)

Simulation of Asset Price Movements

  • Applying Monte Carlo simulations

Asset Allocation and Portfolio Optimization

  • Executing capital allocation, asset distribution, and risk evaluation

Risk Assessment and Investment Performance Evaluation

  • Formulating and resolving portfolio optimization tasks

Fixed-Income Evaluation and Option Valuation

  • Conducting fixed-income analysis and pricing options

Financial Time Series Examination

  • Processing time-series data within financial markets

Deploying Your Python Application to Production

  • Connecting your application with Excel and other web-based platforms

Application Optimization

  • Performance tuning of your application
  • Leveraging Parallel Computing and Multiprocessing

Debugging and Troubleshooting

Conclusion

Requirements

  • A solid grasp of financial concepts (including securities and derivatives)
  • A foundational knowledge of probability and statistics
  • Basics in differential and integral calculus
 35 Hours

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