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 Duration 35 hours (5 days)

Course Outline

Introduction

Configuring the Development Environment

  • Local programming versus online environments: Anaconda and Jupyter

Core Concepts of Python Programming

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

Expanding Python’s Functionality

  • Utilizing modules and packages

Developing Your First Python Application

  • Calculating and estimating start and end dates and times

Retrieving External Data with Python

  • Importing, exporting, reading, and writing CSV data
  • Querying data within an SQL database

Structuring Data Using Arrays and Vectors in Python

  • Implementing NumPy and vectorized functions

Data Visualization with Python

  • Using Matplotlib for 2D and 3D plotting, pyplot, and SciPy

Performing Data Analysis with Python

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

Simulating Asset Price Movements

  • Applying Monte Carlo simulation

Asset Allocation and Portfolio Optimization

  • Executing capital allocation, asset allocation, and risk assessment

Risk Assessment and Investment Performance

  • Defining and resolving portfolio optimization challenges

Fixed-Income Analysis and Option Pricing

  • Conducting fixed-income analysis and pricing options

Analysis of Financial Time Series

  • Examining time-series data in financial markets

Deploying Python Applications to Production

  • Integrating applications with Excel and other web-based tools

Enhancing Application Performance

  • Optimizing application efficiency
  • Implementing parallel computing and multiprocessing

Debugging and Troubleshooting

Conclusion

Requirements

  • Familiarity with financial instruments such as securities and derivatives
  • A solid grasp of probability and statistics
  • Basic knowledge of differential and integral calculus

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