Python for Financial Traders training course

What will you learn?

The course spans three days, during which time you will learn:

• The basics of the Python programming language
• How to consume market data and extract relevant features
• How to perform transformations on data
• How to work with financial time series data
• How to build pricing and simple predictive models
• How to visualize your data with professional looking charts and graphs
• How to perform technical analysis and back-testing of models

LABS

This course is hands-on. There are multiple labs that will explore different aspects of financial analysis, including:

• How to consume financial data from spreadsheets   
• Internet, construct a collection of portfolios and export them to a spreadsheet.

• How to produce a chart of Bollinger bands from market data.
• How to use Pandas to consume financial data and perform analysis
• Slicing into date ranges, down sampling and up sampling, interpolation
• Moving time windows and aggregation.
• How to construct professional price/volume charts.
• How to consume poorly formatted market data, perform re-indexing and transformations to provide a clean data set, apply analysis to the data and re-export to a spreadsheet.

Cont...

• How to calculate the alpha and beta values from a given portfolio to show the return on investment as compared to a traditional market index and measure its volatility.
• How to use Python to create programs to consume, transform, analyse and export data.
• How to perform technical analysis to choose a set of symbols between data ranges, build a trading strategy, execute back-testing to validate the strategy and produce a report to show the best to worse cases for the symbol and the strategy.