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Course Outline

Introduction

Establishing the Development Environment

  • Local vs. online programming: Anaconda and Jupyter

Core Python Programming Concepts

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

Enhancing Python's Functionality

  • Working with Modules and Packages

Creating Your First Python Application

  • Calculating start and end dates and times

Interacting with External Data via Python

  • Importing and exporting, as well as reading and writing CSV data
  • Connecting to and retrieving data from SQL databases

Structuring Data with Arrays and Vectors in Python

  • NumPy and vectorized operations

Data Visualization with Python

  • 2D and 3D plotting using Matplotlib, 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 Movements

  • Monte Carlo simulation techniques

Asset Allocation and Portfolio Optimization

  • Executing capital allocation, asset distribution, and risk evaluation

Risk Assessment and Investment Performance

  • Formulating and resolving portfolio optimization challenges

Fixed-Income Analysis and Option Pricing

  • Conducting fixed-income analysis and pricing options

Financial Time Series Analysis

  • Evaluating time series data in financial contexts

Deploying Your Python Application to Production

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

Application Performance

  • Optimizing application efficiency
  • Parallel computing and multiprocessing

Debugging and Troubleshooting

Conclusion

Requirements

  • Foundational knowledge of finance (e.g., securities, derivatives)
  • General comprehension of probability and statistics
  • Basic knowledge of differential and integral calculus
 35 Hours

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