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Course Outline

Introduction

Configuring the Development Environment

  • Local vs. online programming: Utilizing Anaconda and Jupyter

Essentials of Python Programming

  • Exploring control structures, data types, functions, data structures, and operators

Enhancing Python's Functionality

  • Working with Modules and Packages

Developing Your First Python Application

  • Calculating start and end dates and times

Retrieving External Data via Python

  • Importing/exporting and reading/writing CSV data
  • Interacting with data stored in SQL databases

Structuring Data with Arrays and Vectors in Python

  • Leveraging NumPy and vectorized operations

Data Visualization with Python

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

Data Analysis with Python

  • Conducting data analysis using scipy.stats and pandas
  • Importing and exporting financial data from Excel, websites, and other sources

Simulating Asset Price Movements

  • Implementing Monte Carlo simulations

Asset Allocation and Portfolio Optimization

  • Executing capital allocation, asset allocation, and risk assessment

Risk Analysis and Investment Performance

  • Formulating and resolving portfolio optimization problems

Fixed-Income Analysis and Option Pricing

  • Conducting fixed-income analysis and pricing options

Financial Time Series Analysis

  • Examining time series data within financial markets

Deploying Your Python Application

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

Optimizing Application Performance

  • Refining application efficiency
  • Utilizing Parallel Computing and Multiprocessing

Problem Solving and Troubleshooting

Conclusion

Requirements

  • Familiarity with financial concepts, such as securities and derivatives
  • A basic grasp of probability and statistics
  • Foundational knowledge of differential and integral calculus
 35 Hours

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