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Hands-on Python for Finance

Video Description

The practical guide to using data-driven algorithms in Finance

About This Video

  • Use libraries like Numpy, Pandas, Scipy and Matplotlib for data analysis, manipulation and visualization
  • Implement common Time Series evaluation techniques, including development of forecasting models and linear models for forecasting
  • Make use of Monte Carlo method to simulate portfolio ending values, value options and calculate Value at Risk

In Detail

Did you know Python is the one of the best solution to quantitatively analyse your finances by taking an overview of your timeline? This hands-on course helps both developers and quantitative analysts to get started with Python, and guides you through the most important aspects of using Python for quantitative finance.

You will begin with a primer to Python and its various data structures.Then you will dive into third party libraries. You will work with Python libraries and tools designed specifically for analytical and visualization purposes. Then you will get an overview of cash flow across the timeline. You will also learn concepts like Time Series Evaluation, Forecasting, Linear Regression and also look at crucial aspects like Linear Models, Correlation and portfolio construction. Finally, you will compute Value at Risk (VaR) and simulate portfolio values using Monte Carlo Simulation which is a broader class of computational algorithms.

With numerous practical examples through the course, you will develop a full-fledged framework for Monte Carlo, which is a class of computational algorithms and simulation-based derivatives and risk analytics.

The Github Link to this course is: https://github.com/PacktPublishing/Hands-on-Python-for-Finance-V

Downloading the example code for this course: You can download the example code files for all Packt video courses you have purchased from your account at http://www.PacktPub.com. If you purchased this course elsewhere, you can visit http://www.PacktPub.com/support and register to have the files e-mailed directly to you.

Table of Contents

  1. Chapter 1 : Python Programming Primer
    1. The Course Overview 00:02:59
    2. Installing the Anaconda Platform 00:03:35
    3. Launching the Python Environment 00:06:48
    4. String and Number Objects 00:12:46
    5. Python Lists 00:05:23
    6. Python Dictionaries (Dicts) 00:04:34
    7. Repetition in Python (For Loops) 00:08:38
    8. Branching Logic in Python (If Blocks) 00:08:04
    9. Introduction to Functions in Python 00:08:21
  2. Chapter 2 : The Python Data Environment
    1. Introduction to NumPy Arrays 00:09:24
    2. NumPy – A Deeper Dive 00:09:18
    3. Pandas – Part I 00:09:53
    4. Pandas – Part II 00:10:02
    5. Introduction to Scipy.stats 00:11:39
    6. Matplotlib – Part I 00:08:08
    7. Matplotlib – Part II 00:16:33
  3. Chapter 3 : Time Value of Money
    1. Present Value of a Stream of Cash Flows 00:07:05
    2. Future Value of Single and Multiple Cash Flows 00:12:56
    3. Net Present Value of a Project 00:05:40
    4. Internal Rate of Return 00:03:33
    5. Introduction to Amortization 00:08:45
    6. Creating an Amortization Application 00:08:59
  4. Chapter 4 : Time Series Evaluation and Forecasting
    1. Opening and Reading a .CSV File 00:08:54
    2. Getting and Evaluating Data 00:12:40
    3. Moving Average Forecasting 00:09:20
    4. Forecasting with Single Exponential Smoothing 00:10:48
    5. Creating and Testing a Simple Trading System 00:07:51
  5. Chapter 5 : Linear Models, Correlation, and Valuation
    1. Valuing Securities with Pricing Models 00:12:11
    2. Finding Correlations Between Securities 00:10:36
    3. Linear Regression 00:13:22
    4. Calculating Beta and Expected Return 00:08:31
    5. Constructing Portfolios Along the Efficient Frontier 00:11:54
  6. Chapter 6 : Build a Monte Carlo Simulation App
    1. Introduction to Monte Carlo 00:08:09
    2. Monte Carlo Simulation 00:12:11
    3. Using Monte Carlo Technique to Calculate Value at Risk 00:10:41
    4. Putting It All Together – Monte Simulation Application 00:05:13