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Course Outline

Introduction

Establishing the Development Environment

  • Local programming vs online environments: Utilising Anaconda and Jupyter

Essentials of Python Programming

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

Expanding Python's Functionality

  • Working with Modules and Packages

Developing Your First Python Application

  • Calculating and estimating initial and final dates and times

Retrieving External Data via Python

  • Managing imports, exports, and the reading and writing of CSV data
  • Interacting with data stored in SQL databases

Structuring Data with Arrays and Vectors in Python

  • Utilising NumPy and vectorised functions

Data Visualisation with Python

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

Analysing Data with Python

  • Performing data analysis using scipy.stats and pandas
  • Importing and exporting financial data from sources such as Excel and websites

Simulating Asset Price Movements

  • Implementing Monte Carlo simulations

Asset Allocation and Portfolio Optimisation

  • Executing capital allocation, asset distribution, and risk assessments

Risk Analysis and Investment Performance Metrics

  • Formulating and resolving portfolio optimisation challenges

Fixed-Income Analysis and Option Pricing

  • Conducting fixed-income evaluations and pricing options

Financial Time Series Analysis

  • Evaluating time-series data within financial markets

Deploying Your Python Application to Production

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

Application Performance

  • Optimising application efficiency
  • Leveraging Parallel Computing and Multiprocessing

Debugging and Troubleshooting

Conclusion

Requirements

  • A foundational knowledge of finance, including an understanding of securities and derivatives
  • A general grasp of probability and statistical concepts
  • Basic proficiency in differential and integral calculus
 35 Hours

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Provisional Upcoming Courses (Require 5+ participants)

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