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 Duration 35 hours

Course Outline

Introduction

Configuring the Development Environment

  • Local vs. online programming: Anaconda and Jupyter

Python Programming Fundamentals

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

Enhancing Python Capabilities

  • Modules and Packages

Building Your First Python Application

  • Calculating start and end dates and times

Accessing External Data with Python

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

Structuring Data with Arrays and Vectors

  • Utilising NumPy and vectorised functions

Data Visualisation

  • 2D and 3D plotting with Matplotlib, pyplot, and SciPy

Data Analysis

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

Simulating Asset Price Trajectories

  • Monte Carlo simulations

Asset Allocation and Portfolio Optimisation

  • Executing capital allocation, asset distribution, and risk evaluation

Risk Analysis and Investment Performance

  • Formulating and resolving portfolio optimisation 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

Transitioning Python Applications to Production

  • Integrating applications with Excel and web-based systems

Application Performance

  • Optimising application efficiency
  • Parallel computing and multiprocessing

Troubleshooting

Conclusion

Requirements

  • A foundational knowledge of finance (e.g., securities, derivatives)
  • A general grasp of probability and statistics
  • Elementary differential and integral calculus

Custom Corporate Training

Training solutions designed exclusively for businesses.

  • Customized Content: We adapt the syllabus and practical exercises to the real goals and needs of your project.
  • Flexible Schedule: Dates and times adapted to your team's agenda.
  • Format: Online (live), In-company (at your offices), or Hybrid.
Investment

Price per private group, online live training, starting from 6500 € + VAT*

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