Python For Finance And Trading Algorithms

Learn numpy , pandas , matplotlib , quantopian , finance , and more for algorithmic trading with Python!

Last updated 2022-01-10 | 4.4

- Use NumPy to quickly work with Numerical Data
- Use Pandas for Analyze and Visualize Data
- Use Matplotlib to create custom plots

What you'll learn

Use NumPy to quickly work with Numerical Data
Use Pandas for Analyze and Visualize Data
Use Matplotlib to create custom plots
Learn how to use statsmodels for Time Series Analysis
Calculate Financial Statistics
such as Daily Returns
Cumulative Returns
Volatility
etc..
Use Exponentially Weighted Moving Averages
Use ARIMA models on Time Series Data
Calculate the Sharpe Ratio
Optimize Portfolio Allocations
Understand the Capital Asset Pricing Model
Learn about the Efficient Market Hypothesis
Conduct algorithmic Trading on Quantopian

* Requirements

* Some knowledge of programming (preferably Python)
* Ability to Download Anaconda (Python) to your computer
* Basic Statistics and Linear Algebra will be helpful

Description

  • Use NumPy to quickly work with Numerical Data
  • Use Pandas for Analyze and Visualize Data
  • Use Matplotlib to create custom plots
  • Learn how to use statsmodels for Time Series Analysis
  • Calculate Financial Statistics, such as Daily Returns, Cumulative Returns, Volatility, etc..
  • Use Exponentially Weighted Moving Averages
  • Use ARIMA models on Time Series Data
  • Calculate the Sharpe Ratio
  • Optimize Portfolio Allocations
  • Understand the Capital Asset Pricing Model
  • Learn about the Efficient Market Hypothesis
  • Conduct algorithmic Trading on Quantopian

Course content

14 sections • 120 lectures

Introduction to Course Preview 02:12

Course Overview Lecture (DON'T SKIP THIS!) Preview 03:32

Did you skip the last lecture? Please go back and view it! Preview 00:25

Course FAQ Preview 00:58

Welcome to the Python Crash Course Preview 00:19

Introduction to Crash Course Preview 01:16

Python Crash Course Part One Preview 19:00

Python Crash Course Part Two Preview 13:37

Python Crash Course Part Three Preview 15:02

Python Crash Course Exercises Preview 04:13

Python Crash Course Exercise Solutions Preview 09:06

Welcome to NumPy Preview 00:23

Introduction to NumPy Preview 01:37

NumPy Arrays Preview 15:47

Numpy Operations Preview 04:19

Numpy Indexing Preview 10:54

NumPy Review Exercise Preview 04:10

Numpy Exercise Solutions Preview 09:51

Welcome to Pandas Preview 00:22

Introduction to Pandas Preview 02:39

Series Preview 06:58

DataFrames Preview 15:34

DataFrames Part Two Preview 16:59

DataFrames Part Three Preview 09:01

Missing Data Preview 06:14

Group By with Pandas Preview 06:37

Merging, Joining, and Concatenating DataFrames Preview 09:10

Pandas Common Operations Preview 12:12

Data Input and Output Preview 13:50

General Pandas Review Exercises Preview 03:06

General Pandas Exercise Solutions Preview 12:53

Welcome to Visualization Preview 00:23

Introduction to Visualization in Python Preview 01:48

Matplotlib Basics - Part One Preview 18:45

Matplotlib Basics - Part Two Preview 15:31

Matplotlib Part Three Preview 11:43

Matplotlib Exercise Preview 03:42

Matplotlib Exercise Solutions Preview 10:08

Pandas Visualization Overview Preview 12:07

Pandas Time Series Visualization Preview 17:32

Pandas Visualization Exercise Overview Preview 01:18

Pandas Visualization Exercise Solutions Preview 08:51

Introduction to Data Sources Preview 01:21

Note on Pandas Datareader Preview 00:09

Pandas DataReader Preview 04:37

Quandl Preview 10:21

Welcome to Pandas for Time Series Preview 00:13

Introduction to Time Series with Pandas Preview 00:58

Datetime Index Preview 09:38

Time Resampling Preview 12:48

Time Shifts Preview 05:58

Pandas Rolling and Expanding Preview 17:52

Welcome to the Capstone Project! Preview 00:30

Stock Market Analysis Project Preview 06:38

Stock Market Analysis Project Solutions Part One Preview 20:25

Python Stock Market Analysis Solutions - Part Two Preview 09:36

Stock Market Analysis Project Solutions Part Three Preview 16:52

Stock Market Analysis Project Solutions Part Four Preview 08:23

Welcome to Time Series Analysis Preview 00:33

Introduction to Time Series Preview 02:51

Time Series Basics Preview 03:58

Introduction to Statsmodels Preview 12:29

ETS Theory Preview 04:16

EWMA Theory Preview 02:49

EWMA Code Along Preview 14:24

ETS Code Along Preview 06:24

ARIMA Theory Preview 09:33

ACF and PACF Preview 06:20

ARIMA with Statsmodels Preview 11:42

Quick Note on Second Milk Difference! Preview 00:31

ARIMA Code Part Two Preview 13:59

ARIMA Code Part Three Preview 06:49

ARIMA Code Part Four Preview 14:14

Discussion on choosing PDQ Preview 00:08

Welcome to Finance Fundamentals Preview 00:36

Introduction to Python Finance Fundamentals Preview 00:49

Sharpe Ratio Slides Preview 07:16

Portfolio Allocation Code Along Part One Preview 15:31

Portfolio Allocation Code Along Part Two Preview 06:44

Portfolio Optimization Preview 05:14

Portfolio Optimization Code Along One Preview 14:44

Portfolio Optimization Code Along Two Preview 07:45

Portfolio Optimization Code Along Three Preview 16:32

Key Financial Topics Preview 01:06

Types of Funds Preview 06:09

Order Books Preview 14:35

Short Selling Preview 02:35

CAPM - Capital Asset Pricing Model Preview 05:18

CAPM Code Along Preview 12:09

Stock Splits and Dividends Preview 03:16

EMH Preview 02:00

Note on Quantopian and Zipline Preview 00:31

Welcome to the Quantopian Section Preview 00:24

Introduction to Quantopian Preview 09:27

Quantopian Algorithms Basics Part One Preview 16:17

Quantopian Algorithms Basics Part Two Preview 17:17

First Trading Algorithm - Part One Preview 16:47

First Trading Algorithm - Part Two Preview 16:44

Trading Algorithm Exercise Preview 04:50

Trading Algorithm Exercise Solutions Part One Preview 12:36

Trading Algorithm Exercise Solutions Part Two Preview 02:38

Quantopian Pipelines Factors Preview 16:59

Quantopian Pipelines Filters Preview 05:58

Quantopian Pipeline - Masking and Classifiers Preview 09:17

Welcome to Trading Algorithms Preview 00:48

Pipeline Trading Algorithm Example - Code Along - Part One Preview 13:34

Pipeline Trading Algorithm - Code Along - Part Two Preview 10:27

Quick note Preview 00:08

Pipeline Trading Algorithm Code along Part Three Preview 19:28

Leverage Preview 12:48

Hedging Preview 14:17

Hedging- Part Two Preview 14:54

Portfolio Analysis with PyFolio Preview 15:20

Stock Sentiment Analysis Project Preview 16:23

What are Futures? Preview 09:02

Futures on Quantopian Preview 18:19

Futures on Quantopian Part Two Preview 20:34