Python Training

Python for Finance

This is a course for financial analysts, traders, risk analysts, fund managers, researchers, data scientists, statisticians, and software developers.

Prerequisites

Some familiarity with programming concepts (in any language) is assumed.

Expected Outcomes

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.

Course Syllabus

Day 1: Python Basics

Day 1 covers how to use Python for basic scripting and automation tasks, including tips and tricks for making this easy. The syllabus is as follows:

  • Why use Python for finance? What’s possible? Python versus Java, C#, R, Matlab …
  • Setting up your Python development environment (IDE, IPython notebook)
  • Python syntax and concepts: an introduction through examples, including
  • Functions
  • Essential data structures: strings, tuples, lists, dictionaries and sets, and their applications
  • Input and output of text data (including CSV files)
  • String methods
  • Raising and handling exceptions
  • Tour of the amazing standard library, including
  • Handling dates and times
  • Fetching data from the web
  • Serialization
  • Compressing and uncompressing data

Day 2: Handling, analyzing and presenting data in Python

The Pandas package is an amazingly productive tool for working with and analysing tabular data. Day 2 gives a thorough introduction to Pandas and related tools for reading, writing and analyzing important data formats, including spreadsheets, time-series data, and SQL databases:

  • Reading and writing essential financial data formats: CSV, Excel, SQL, HDF5, JSON, XML (on request)
  • Indexing and selecting data in Pandas
  • Data fusion: joining & merging datasets
  • Pivot tables
  • Summarizing data with "group by" operations
  • Visualization and statistical graphics with Seaborn
  • Creating automated reports from Jupyter notebooks

Day 3: Analyzing financial time-series data

Day 3 teaches you in-depth about working with financial time-series data in Python:

  • Handling time-series data: parsing dates, resampling, handling time-zones
  • Secret weapons in Pandas: searchsorted, hierarchical indices, unstack, styles
  • Handling missing data and outliers; outlier detection with clustering
  • Visualizing time-series data interactively
  • Examples: running Monte Carlo risk simulations with Python and Excel
We also encourage you to bring your own data sets to the course where relevant.

Supplemental materials

We will supply you with printed course notes and a USB stick containing a complete Python environment based on VirtualBox. This saves time in the course and allows us to focus on using Python rather than installing it. The USB stick also contains kitchen-sink Python installers for multiple platforms, solutions to the programming exercises, several written tutorials, and reference documentation on Python and the third-party packages covered in the course.

Other information

Personal help:
Your trainer(s) will be available after the course each day for you to ask any one-on-one questions you like — whether about the course material and exercises or about specific problems you face in your work and how to use Python to solve them.
Food and drink:
We will provide lunch, morning and afternoon tea, and drinks.
Timing:
The course will run from 9:00 to roughly 17:00 each day, with breaks of 45 minutes for lunch and 15 minutes each for morning and afternoon tea.

Upcoming Courses

There are currently no events. Contact Us to arrange an event in your location.

Upcoming Public Courses

Melbourne

Python for Scientists & Engineers:
04 Dec – 07 Dec 2017

50 Queen Street, Melbourne CBD

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Melbourne

Introduction to Python:
04 Dec – 05 Dec 2017

50 Queen Street, Melbourne CBD

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Melbourne

Python for Geospatial Analysis:
04 Dec – 08 Dec 2017

50 Queen Street, Melbourne CBD

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Sydney

Introduction to Python:
12 Dec – 13 Dec 2017

Level 4, 60 Clarence Street, Sydney CBD

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Sydney

Introduction to Python:
29 Jan – 30 Jan 2018

Level 4, 60 Clarence Street, Sydney CBD

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Sydney

Python for Predictive Data Analytics:
29 Jan – 01 Feb 2018

60 Clarence Street, Sydney CBD

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Melbourne

Python for Predictive Data Analytics:
26 Mar – 29 Mar 2018

50 Queen Street, Melbourne CBD

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Melbourne

Introduction to Python:
26 Mar – 27 Mar 2018

Ground Floor, 50 Queen Street, Melbourne CBD

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Testimonials

“The course was delivered by trainers who were extremely knowledgeable in their field. It was really good to learn from the best!”

- Marius Roman

“Great course. Enjoyed it and will follow up with some practical implementation of some of the work.”

- Adam Grace

“Instructor was superb - very impressive. I really enjoyed the course - thanks!”

- Steven Edgar

“One of the best training courses I've been on.”

- David Scurrah

“I loved it. Ed was inspiring.”

- Onoriode Coast

“Really impressed by Python's capability and excited to use as alternative to MatLab, as is free and better supported.”

- Carsten Hofmann

“Very comprehensive intro to every aspect of python. Highly qualified trainer. Beyond my expectation on every aspect.”

- Baichuan Sun

“The VM setup and USB is great. Ed is an excellent instructor - he presents well and welcomes any questions. He is clearly a super smart guy who has a great grasp on what he is teaching - able to just prototype on the fly and the course overall really opened my eyes to python.”

- Jack Hendy

“Course content was well presented and easily digested. Practical exercises were an essential part of the course – a good ratio of lecture/play was achieved. Well done Ed and Henry!”

- Steve Zegelin

“Simply awesome!!”

- James Park

“Both Ed and Henry presented well…. The course structure was adjusted to suit the participants quickly and easily.”

- Jenet Austin

“Excellent training course, excellently presented. Perhaps the best that I have had in the area of IT / programming.”

- George Grozev

“One of the best programming courses I have attended - thanks!”

- Giant Billen

“This course has shown me how I could have done the work I was doing just last week 10x more efficiently in Python.”

- Maruf Rahman

“It was a pleasure ... Shared feedback from all involved was that it’s been one of the most beneficial and well delivered training courses we’ve been a part of.”

- Dylan Matthews

“Was the most fulfilling and rewarding class I have taken since "general relativity" at uni. Was extremely well run. Excellent all round!”

- Dr Millicent Maier

“Very impressed with the course, delivery. And depth of knowledge of Ed and Henry. Far exceeded my expectations and has greatly improved my core skills as well as inspired so many new ideas for my current work / projects. Thank you!”

- Kelsey Druken