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Professional Training

Python for Finance

ACF Academy, In London (+2 locations)
Length
2 days
Price
1,575 - 1,825 GBP, 2,300 USD excl. VAT
Next course start
10 December, 2024 (+3 start dates)
Course delivery
Classroom, Virtual Classroom
Length
2 days
Price
1,575 - 1,825 GBP, 2,300 USD excl. VAT
Next course start
10 December, 2024 (+3 start dates)
Course delivery
Classroom, Virtual Classroom
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Course description

Python for Finance

Python is increasingly being seen as an essential skill for everyone working in finance. This highly practical course is intensively focused on how Python can be used in a range of real-world finance applications.

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Upcoming start dates

Choose between 3 start dates

10 December, 2024

  • Classroom
  • London

13 January, 2025

  • Virtual Classroom
  • Online

23 January, 2025

  • Classroom
  • New York

Suitability - Who should attend?

Who Should Attend

Anyone who wants to use Python in practical financial applications.

Prerequisites

You should be familiar with the content of our Introduction to Python course.

Outcome / Qualification etc.

CPD: 14 hours

Learning Outcomes

By attending this course, you will:

  • Explore a wide range of Python libraries essential for building financial applications
  • Explore how to source, download, scrub, analyse, and visualize financial data
  • Learn how to build practical Python applications in investment management, derivatives pricing, and algorithmic trading

Training Course Content

Review of Essential Skills

  • Defining and using functions
  • 💻 Creating and using a PV function
  • Working with classes
  • 💻 Creating and using a bond class
  • Working with arrays
  • Generating random numbers
  • 💻 Implementing random-walk price sequence

Python Libraries for Finance

  • The essentials:
    • Pandas
    • SciPy
    • NumPy
    • Statistics
    • Matplotlib
  • Finance libraries:
    • Pyfin
    • QuantPy
    • QuantLib
    • Quant DSL
    • Ffn
    • Quandl
    • Pynance
    • PyAlgoTrade
    • Zipline

Working with Data

  • Sources of financial data
  • Time-series data
    • Downloading
    • Cleaning / scrubbing
    • Transformations
    • Analyzing
    • Displaying
  • Data visualization
  • Interfacing Python with Excel
  • 💻 Analyzing historical volatility

Real-World Finance Applications

Investment Management

  • Working with securities portfolios
  • Generating the efficient frontier
  • Calculating alpha, beta, and the Sharpe ratio
  • 💻 Building an optimal investment portfolio

Option Pricing

  • 💻 Implementing the Black Scholes model for option pricing
  • 💻 Implementing a Monte-Carlo pricing model for a vanilla option
  • 💻 Implementing a Monte-Carlo pricing model for exotic options

Trading Strategies

  • Machine learning techniques
  • Analyzing financial markets data
  • 💻 Implementing an algorithmic trading strategy

Why choose ACF Academy

Over 100,000 professionals trained globally

Award-winning practical financial simulations

Consistently high ratings

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Expenses

  • London: £1,825 (plus VAT)
  • New York: $2,300
  • Virtual: £1,575 (plus VAT)

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