Python for Finance: Investment Fundamentals & Data Analytics - caitlyn-blignaut/python-finance Wiki

1. Course Outline

PART 1 - Python

  • Step 1 - Learn the basics
    • Syntax
    • Data Types
    • Operators
    • Conditional Statements
    • Functions
    • Lists
    • Tuples
    • Dictionaries
    • Loops
  • Step 2 - More Advanced Python
    • Object-oriented programming
    • Import libraries & modules
    • Load & Organise data

PART 2 - Finance

  • Stock returns
  • Risk
  • Form investment portfolios (risk and return)
  • Correlation
  • Diversify a portfolio
  • Regression
  • Markowitz's efficient frontier analysis
  • What is a stock's beta?
  • How to apply CAPM (Capital Asset Pricing Model) in practice
  • Multivariate regressions
  • Monte Carlo simulations
    • Corporate Finance context
    • Estimate stock option price
    • Price a stock

Approach:

  • Finance theory behind a concept
  • How to apply the theory in practice using python

Part 1 - Python

2. Intro to Python

3. Python Variables and Data Types

4. Basic Python Syntax

5. Python Operators (cont.)

6. Conditional Statements

7. Python Functions

8. Python Sequences

9. Using Iterations in Python

10. Advanced Python Tools

Part 2 - Finance

11. Calculating and Comparing Rates of Return

12. Measuring Investment Risk

13. Using Regressions for Financial Analysis

14. Markowitz Portfolio Optinmization

15. The Capital Asset Pricing Model

16. Multivariate Regression Analysis

17. Monte Carlo Simulations as a Decision-Making Tool

Appendix

18. pandas Fundamentals

19. Technical Analysis