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 Duration 35 hours (5 days)

Course Outline

Introduction

Configuring the Development Environment

  • Local versus online programming: Utilizing Anaconda and Jupyter

Core Python Programming Principles

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

Enhancing Python Functionality

  • Working with Modules and Packages

Building Your First Python Application

  • Calculating initial and final dates and times

Retrieving External Data Using Python

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

Structuring Data with Arrays and Vectors in Python

  • Using NumPy and vectorized operations

Data Visualization Techniques in Python

  • Creating 2D and 3D plots with 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 Dynamics

  • Implementing Monte Carlo simulations

Asset Allocation and Portfolio Optimization

  • Executing capital allocation, asset allocation, and risk assessment strategies

Risk Analysis and Investment Performance Metrics

  • Formulating and solving portfolio optimization problems

Fixed-Income Analysis and Option Valuation

  • Conducting fixed-income analysis and pricing options

Analysis of Financial Time Series

  • Examining time series data within financial markets

Transitioning Python Applications to Production

  • Integrating applications with Excel and other web-based platforms

Application Performance Management

  • Optimizing application efficiency
  • Implementing Parallel Computing and Multiprocessing

Debugging and Troubleshooting

Concluding Remarks

Requirements

  • A solid grasp of financial concepts, including securities and derivatives
  • A general familiarity with probability and statistics
  • Basic knowledge of differential and integral calculus

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