Quantitative Finance Algorithmic Trading In Python

Installing PyCharm and Python on Windows Preview 00:20

Installing PyCharm and Python on Mac Preview 00:20

Present value and future value of money Preview 05:10

Time value of money implementation Preview 07:37

Stocks and shares Preview 08:43

Commodities Preview 06:10

Currencies and the FOREX Preview 09:02

Short and long positions Preview 06:52

Stock Markets Basics

What are bonds? Preview 10:28

Yields and yield to maturity Preview 05:26

Interest rates and bonds Preview 03:53

Macaulay duration Preview 04:55

Risks with bonds Preview 02:48

Stocks and bonds Preview 01:53

Bonds Quiz

Bonds pricing implementation I Preview 06:26

Bonds pricing implementation II Preview 07:32

Exercise - continuous model for discounting Preview 00:15

Solution - continuous model for discounting Preview 00:12

What are mean, variance and correlation? Preview 07:31

The main idea - diverzification Preview 07:04

Mathematical formulation Preview 08:28

Expected return of the portfolio Preview 05:39

Expected variance (risk) of the portfolio Preview 08:05

Efficient frontier Preview 06:21

Sharpe ratio Preview 03:44

Capital allocation line Preview 03:30

Markowitz Model Quiz

Markowitz model implementation I Preview 09:48

Markowitz model implementation II Preview 12:02

Markowitz model implementation III Preview 08:24

Markowitz model implementation IV Preview 11:43

Markowitz model implementation V Preview 03:34

Systematic and unsystematic risk Preview 03:55

Capital asset pricing model formula Preview 05:05

The beta value Preview 06:11

What is linear regression? Preview 08:14

Capital asset pricing model and linear regression Preview 04:40

Capital Asset Pricing Model Quiz

Capital asset pricing model implementation I Preview 04:10

Capital asset pricing model implementation II Preview 12:25

Capital asset pricing model implementation III Preview 07:18

Exercise - normal distribution of returns Preview 00:15

Solution - normal distribution of returns Preview 04:40

Introduction to derivatives Preview 07:32

Forward and future contracts Preview 03:18

Swaps and interest rate swaps Preview 08:52

Credit default swap (CDS) Preview 03:43

Options basics Preview 04:49

Call option Preview 06:04

Put option Preview 03:30

American and european options Preview 01:29

Derivatives Basics Quiz

Types of analysis Preview 06:29

Random behavior of returns Preview 05:56

Wiener-processes and random walks Preview 10:11

Wiener-process implementation Preview 07:18

Stochastic calculus introduction Preview 07:30

Ito's lemma in higher dimensions Preview 05:04

Solving the geometric random walk equation Preview 06:07

Geometric brownian motion implementation Preview 06:19

Random Behaviour Quiz

Black-Scholes model introduction - the portfolio Preview 06:44

Black-Scholes model introduction - dynamic delta hedge Preview 06:09

Black-Scholes model introduction - no arbitrage principle Preview 04:36

Solution to Black-Scholes equation Preview 04:07

The greeks Preview 04:35

How to make money with Black-Scholes model? Preview 01:56

Long Term Capital Management (LTCM) Preview 06:03

Black-Scholes Model Quiz

Black-Scholes model implementation Preview 08:19

What is Monte-Carlo simulation? Preview 06:18

Predicting stock prices with Monte-Carlo simulation Preview 10:41

Black-Scholes model implementation with Monte-Carlo simulation I Preview 04:42

Black-Scholes model implementation with Monte-Carlo simulation II Preview 08:24

Black-Scholes model implementation with Monte-Carlo simulation III Preview 02:42

What is Value-at-Risk? Preview 05:25

Value-at-Risk introduction Preview 07:38

Value at risk implementation Preview 11:07

Value at risk implementation with Monte-Carlo simulation I Preview 12:28

Value at risk implementation with Monte-Carlo simulation II Preview 03:00

Value at Risk Quiz

What are CDOs? Preview 04:22

CDOs and diverzification Preview 05:11

CDO tranches Preview 02:34

The financial crisis of 2007-2008 Preview 05:48

CDOs Quiz

Why to use interest rate models? Preview 03:00

The Ornstein-Uhlenbeck process introduction Preview 04:58

The Ornstein-Uhlenbeck process implementation Preview 05:42

Vasicek model introduction Preview 04:16

Vasicek model implementation Preview 05:52

Interest Rate Modeling Quiz

Bond pricing with the Vasicek model I Preview 06:34

Bond pricing with the Vasicek model II Preview 06:56

Bond pricing with the Vasicek model III Preview 05:07

Value investing Preview 04:47

Efficient market hypothesis Preview 04:42

Next steps Preview 01:20

Python crash course introduction Preview 02:06

First steps in Python Preview 05:49

What are the basic data types? Preview 04:45

Booleans Preview 02:08

Strings Preview 07:44

String slicing Preview 06:47

Type casting Preview 04:20

Operators Preview 05:23

Conditional statements Preview 04:41

How to use multiple conditions? Preview 08:07

Exercise: conditional statements Preview 00:25

Solution: conditional statements Preview 00:14

Logical operators Preview 04:04

Loops - for loop Preview 06:00

Loops - while loop Preview 04:13

Exercise: calculating the average Preview 00:08

Solution: calculating the average Preview 00:06

What are nested loops? Preview 02:55

Enumerate Preview 03:51

Break and continue Preview 05:32

Calculating Fibonacci-numbers Preview 02:30

Exercise: Fibonacci-numbers Preview 00:07

Solution: Fibonacci-numbers Preview 00:20

Python Basics Quiz

What are functions? Preview 04:07

Defining functions Preview 05:24

Positional arguments and keyword arguments Preview 10:30

Returning values Preview 02:26

Returning multiple values Preview 03:14

Exercise: functions Preview 00:09

Solution: functions Preview 00:06

Yield operator Preview 05:02

Local and global variables Preview 02:12

What are the most relevant built-in functions? Preview 04:26

What is recursion? Preview 09:29

Exercise: recursion Preview 00:10

Solution: recursion Preview 00:14

Local vs global variables Preview 04:16

The __main__ function Preview 03:25

Functions Quiz

How to measure the running time of algorithms? Preview 10:00

Data structures introduction Preview 03:17

What are array data structures I Preview 06:55

What are array data structures II Preview 06:56

Lists in Python Preview 05:43

Lists in Python - advanced operations Preview 08:27

Lists in Python - list comprehension Preview 05:56

(!!!) Python lists and arrays Preview 00:22

Exercise: list comprehension Preview 00:37

Solution: list comprehension Preview 00:19

Measuring running time of lists Preview 00:45

What are tuples? Preview 03:58

Mutability and immutability Preview 04:30

What are linked list data structures? Preview 08:13

Doubly linked list implementation in Python Preview 05:32

Hashing and O(1) running time complexity Preview 08:03

Dictionaries in Python Preview 09:41

Sets in Python Preview 09:49

Exercise: constructing dictionaries Preview 00:14

Solution: constructing dictionaries Preview 00:09

Sorting Preview 10:44

Data Structures Quiz

What is object oriented programming (OOP)? Preview 02:18

Class and objects basics Preview 03:00

Using the constructor Preview 06:00

Class variables and instance variables Preview 04:46

Exercise: constructing classes Preview 00:11

Solution: constructing classes Preview 00:08

Private variables and name mangling Preview 04:31

What is inheritance in OOP? Preview 03:49

The super keyword Preview 04:24

Function (method) override Preview 02:34

What is polymorphism? Preview 04:25

Polymorphism and abstraction example Preview 06:10

Exercise: abstraction Preview 00:16

Solution: abstraction Preview 00:12

Modules Preview 06:00

The __str__ function Preview 03:16

Comparing objects - overriding functions Preview 08:00

Object Oriented Programming (OOP) Quiz

What is the key advantage of NumPy? Preview 04:12

Creating and updating arrays Preview 07:36

Dimension of arrays Preview 09:12

Indexes and slicing Preview 07:59

Types Preview 04:43

Reshape Preview 07:53

Exercise: reshape problem Preview 00:12

Solution: reshape problem Preview 00:05

Stacking and merging arrays Preview 06:17

Filter Preview 03:39

Running time comparison: arrays and lists Preview 00:44

NumPy Quiz

Course materials Preview 00:02