Agenda

Agenda

Python for Financial Markets: agenda

Live virtual course
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Agenda timing is in GMT/EST
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Start: 2pm GMT / 9am EST
End: 5.15pm GMT / 12.15am EST

DAY ONE: Monday, November 16, 2020

14:0015:30

Introduction to Python I

09:00 - 10:30

  • The basics of Python
  • What are the basic types
  • Data structures
  • Control flow syntax
  • Recursion vs. iteration

15:3015:45

Break

10:30 - 10:45

15:4517:15

Introduction to Python II

10:45 - 12:00

  • Objects and classes
  • PEP8 coding conventions
  • Python standard libraries
  • Tutorial

DAY TWO: Tuesday, November 17, 2020

14:0015:30

Data analysis in Python I

13:00 - 14:30

  • What is SciPy?
  • NumPy: linear algebra library
  • Pandas: time series library

15:3015:45

Break

10:30 - 10:45

15:4517:15

Data analysis in Python II

14:45 - 16:15

  • Visualisation libraries: Matplotlib, Plotly etc.
  • Scikit-learn and machine learning
  • Tutorial

DAY THREE: Wednesday, November 18, 2020

14:0015:30

Analysis of financial data I

09:00 - 10:30

  • What type of financial data is available?
  • How to download data from Bloomberg, Quandl, FRED etc.
  • Market drivers
  • Creating a trading strategy: approaches and introduction to FX markets
  • How to backtest a trading strategy in Python

15:3015:45

Break

10:30 - 10:45

15:4517:15

Analysis of financial data II

10:45 - 12:00

  • Tutorial

DAY FOUR: Thursday, November 19, 2020

14:0015:30

Financial market case studies using Python I

13:00 - 14:30

  • Understanding the behaviour of FX around major data events
  • Creating a web app to do volatility calculation of FX with Dash
  • xlwings: using Python in Excel

15:3015:45

Break

10:30 - 10:45

15:4517:15

Financial market case studies using Python II

14:45 - 16:15

  • Comparing unemployment data across different US states
  • Tutorial