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Financial Data Analytics with Python

Classroom based course! Tutor support! Certificate included! 12 CPD hours!


Royal Statistical Society

Summary

Price
Enquire to get more info on pricing
Study method
Classroom
Duration
2 days · Full-time
Qualification
No formal qualification
Certificates
  • Certificate of Attendance - Free
Additional info
  • Tutor is available to students

1 student enquired about this course

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Location & dates

Location
Start date
End date
15/10/2024
16/10/2024

End date: 16/10/2024

Additional info: Runs from 9:30am to 5:00pm on both days. Lunch included

Address
Royal Statistical Society
Errol Street
City of London
London
EC1Y8LX
United Kingdom

Overview

This course will be held on 15 & 16 October 2024.

After attending this course delegates will have:

  • The ability to use Python modules to clean, explore and manage data.

  • The ability to build statistical models using Python.

  • A deeper understanding of financial instruments and markets.

  • The skills to use Python with financial data to increase their understanding of markets.

Course media

Description

This course will make use of powerful features of the Python language such as Pandas, NumPy and Matplotlib to introduce participants to financial statistics. Examples will be drawn from the equity, fixed income, commodities and FX markets. The focus will be on ‘stylised facts’ – the way in which real markets differ from the familiar Gaussian distribution and why this is important in many areas of finance. Delegates will access public source data using APIs and perform their own analysis.

Topics Covered

Day 1

  • Introduction to Python Pandas as a tool for managing financial data.
  • Using Python and APIs to access data.
  • More advanced Pandas with time series data. Plotting using matplotlib.
  • Financial instruments: stocks, futures, cash (FX), Fixed income and commodities.
  • Data cleaning and preparation
  • Data sources and exploratory analysis. Asset returns and the normal distribution.

Day 2

  • ‘Stylised’ facts of financial markets: volatility clustering, leverage effect and fat tails. Kurtosis and skew.
  • Financial crises and crashes. Examples from the FX market. Alternative models.
  • Government bond yield curves. Extracting data from central banks. Building a multivariate dataset with Pandas.
  • Building statistical models with Python

Who is this course for?

The course would be of interest to Data scientists and people working in finance such as Risk analysts and investment analysts.

Requirements

Attendees are assumed to have a basic level of Python skills equivalent to having attended our Introduction to Python course.

Attendees need to come with a laptop with Python already installed. Anaconda is a good way to do this.

Questions and answers

Certificates

Certificate of Attendance

Hard copy certificate - Included

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FAQs

Study method describes the format in which the course will be delivered. At Reed Courses, courses are delivered in a number of ways, including online courses, where the course content can be accessed online remotely, and classroom courses, where courses are delivered in person at a classroom venue.

CPD stands for Continuing Professional Development. If you work in certain professions or for certain companies, your employer may require you to complete a number of CPD hours or points, per year. You can find a range of CPD courses on Reed Courses, many of which can be completed online.

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An endorsed course is a skills based course which has been checked over and approved by an independent awarding body. Endorsed courses are not regulated so do not result in a qualification - however, the student can usually purchase a certificate showing the awarding body's logo if they wish. Certain awarding bodies - such as Quality Licence Scheme and TQUK - have developed endorsement schemes as a way to help students select the best skills based courses for them.