This is a course for financial analysts, traders, risk analysts, fund managers, researchers, data scientists, statisticians, and software developers.
Some familiarity with programming concepts (in any language) is assumed.
By the end of the course, you will have all the knowledge you need to start using Python competently for processing, analysing, modelling, and visualising financial data, with a focus on time series. You will have had experience with using Python for various scripting, data-manipulation and visualisation tasks with data in a variety of formats, including SQL databases, CSV, Excel spreadsheets, JSON, and API endpoints. You will know how to slice, dice, merge, aggregate, pivot, clean, munge, resample, and plot financial time-series data with ease. You will understand the elegance and power of the Python language and its powerful ecosystem of packages for finance and data analytics, and you will be well-placed to continue learning more as you use it day-to-day.
Day 1 covers how to use Python for basic scripting and automation tasks, including tips and tricks for making this easy:
Python offers amazingly productive tools like Pandas for working with different kinds of data. Day 2 gives a thorough introduction to analyzing and visualizing data easily:
Day 3 demonstrates more advanced features of Pandas for working with data, including time-series data. It then describes Monte Carlo simulation methods and walks you through using powerful methods of inference and modelling as well as clustering and outlier detection:
Day 4 gives you a practical and comprehensive introduction to machine learning for powerfully inferring complex models from data with examples selected from a range of industries, including time-series and spatial datasets:
Day 5 teaches you in-depth about munging, modelling, and visualization of financial time-series data in Python:
We are happy to offer on-the-spot problem-solving after each day of the training for you to ask one-on-one questions — whether about the course content and exercises or about specific problems you face in your work and how to solve them. If you would like us to prepare for this in advance, you are welcome to send us background info before the course.
Courses are conducted online via video meeting using Python Charmers' cloud notebook server for sharing code with the trainer(s).
Hardware: we recommend ≥ 8 GB of RAM and a webcam. Preferably also multiple screens and a quiet room (or headset mic).
Software: a modern browser: Chrome, Firefox, or Safari (not IE or Edge); and Zoom.
Coding: we have a cloud-based coding server that supports running code and sharing code with the trainer(s).
Most courses will run from 9:00 to roughly 17:00 (AEDT) each day, with breaks of 50 minutes for lunch and 20 minutes each for morning and afternoon tea.
Certificate of completion:
We will provide you a certificate if you complete the course and successfully answer the majority of the exercise questions.
You will have access to all the course materials via the cloud server.
We will also send you a bound copy of the course notes, cheat sheets, and a USB stick containing the materials, exercise solutions, and further resources.