anthonyng2 / financial_analytics_python

Financial Analytics with Python

Part 1

1. Notebook and Python Introduction
2. NumPy

Part 2

3. Pandas - Introduction to Data Structure

4. Pandas - Basic Functions

5. Pandas - Computational Tools

6. Pandas - IO Tools

7. Pandas - Working with Text, Merge, Join and Concatenate and Pivot Table

8. Pandas - Split, Apply and Combine

9. Pandas - Categorical Data

10. Pandas - Time Series

11. Pandas - Visualisation

Part 3

12. Matplotlib

13. Seaborn

Part 4

14. Financial Applications

• Python as a Financial Calculator
  • Time Value of Money
  • Call Option (Scipy and Numpy)
• Intro to Numpy and Scipy - Linear Regression, CAPM (Numpy, matplotlib, scipy, statsmodel)
• Risk and Returns (Pandas, Matplotlib, Bokeh)
  • Return Distribution
  • Comparing return versus volatility for several stocks
• Time Series Analysis (Pandas, Scipy)
  • Bartlett’s test for equal variances
  • Levene test for equal variances
  • Jan Month Effect
  • Fama-French
  • Rolling Beta
  • Efficient Frontier
  • Optimization
  • Portfolio Optimisation