Python Programming in Finance

Location: Room 223B, 德田館
Time: 1900 ~ 2200


``In the business world, the rearview mirror is always clearer than the windshield.''
-- Warren Buffett

Instructor information

Installation & Wi-Fi

Objectives

I organize the following study materials for program/algorithmic trading:

Prerequisites

Text

Overview

Python crash course

[IP ch.2-6]

Data preprocessing

[PFF ch. 6-7; PDA ch. 5-7]

Data visualization and technical analysis

[PFF ch. 5; PDA ch. 8 and 10]

Mathematical tools

[PFF ch. 9-11; DSS ch. 5 and 7]

Pricing models

[PFF ch. 15-17; DAP ch. 4-5, 7-10, 12]

Model calibration and dynamic hedging

[PFF ch.19; DAP ch. 11 and 13]

Performance issues

[PFF ch .8]

Machine learning

[DSS ch. 11-19]

Wish list

Schedule [ 298, 300, 305, 310 ]

Date Summary
2019.2.20
2019.2.23
2019.2.27
2019.3.6
2019.3.9
2019.3.13
2019.3.16
2019.3.20
2019.3.23
2019.3.27

Sample code

Gradebook

References

Python programming

Financial markets and trading systems

Volatility

Quantitative methods in finance and economics

Optimization

Program/algorithmic trading

Machine learning

Blockchain

Misc