Python For Finance And Algorithmic Trading With Quantconnect

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Learn to use Python, Pandas, Matplotlib, and the QuantConnect Lean Engine to perform financial analysis and trading

Last updated 2022-01-10 | 4.7

- Learn to use powerful Python libraries such as NumPy
- Pandas
- and Matplotlib
- Understand Modern Portfolio Theory
- Use Monte Carlo simulation techniques to optimize portfolio allocation

What you'll learn

Learn to use powerful Python libraries such as NumPy
Pandas
and Matplotlib
Understand Modern Portfolio Theory
Use Monte Carlo simulation techniques to optimize portfolio allocation
Understand SciPy minimization algorithms to create optimized portfolio holdings
Use and understand stock fundamentals data
such as CFC
Revenue
and EPS
Calculate the Sharpe Ratio for any stock
Understand cumulative returns and daily average returns in stocks
Learn to use QuantConnect's LEAN engine for automated trading
Learn about Bollinger Bands and other classic technical analysis
Use algorithmic trading to trade derivative futures contracts
Dive into understanding CAPM - Capital Asset Pricing Model
Use fundamental stock company data to create rules based trading algorithms
Learn about alternatives to the Sharpe Ratio
such as the Sortino Ratio
Learn to read and understand a Backtest
including Probabilistic Sharpe Ratios
Conduct Research on QuantConnect
including full universe stock selection screening

* Requirements

* Basic Python Experience

Description

  • Learn to use powerful Python libraries such as NumPy, Pandas, and Matplotlib
  • Understand Modern Portfolio Theory
  • Use Monte Carlo simulation techniques to optimize portfolio allocation
  • Understand SciPy minimization algorithms to create optimized portfolio holdings
  • Use and understand stock fundamentals data, such as CFC, Revenue, and EPS
  • Calculate the Sharpe Ratio for any stock
  • Understand cumulative returns and daily average returns in stocks
  • Learn to use QuantConnect's LEAN engine for automated trading
  • Learn about Bollinger Bands and other classic technical analysis
  • Use algorithmic trading to trade derivative futures contracts
  • Dive into understanding CAPM - Capital Asset Pricing Model
  • Use fundamental stock company data to create rules based trading algorithms
  • Learn about alternatives to the Sharpe Ratio, such as the Sortino Ratio
  • Learn to read and understand a Backtest, including Probabilistic Sharpe Ratios
  • Conduct Research on QuantConnect, including full universe stock selection screening

Course content

10 sections • 134 lectures

Course Welcome and Overview 5 lectures

Course Welcome Message Preview 00:56

Course Curriculum Overview Preview 07:08

Course Overview Lecture (PLEASE DO NOT SKIP) Preview 04:17

Installation and Jupyter Setup Preview 13:49

QUICK CHECK IN

Let's have a quick check-in with you before we continue the rest of the course.

Python Crash Course 6 lectures

Introduction to Python Crash Course Section 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 Exercise - Overview Preview 04:13

Python Crash Course Exercise - Solutions Preview 09:06

NumPy 6 lectures

Introduction to NumPy Section Preview 02:14

NumPy Arrays Preview 22:41

NumPy - Indexing and Selection Preview 11:06

NumPy Operations Preview 08:14

NumPy Exercise Overview Preview 01:18

NumPy Exercise Solutions Preview 07:05

Core Pandas 21 lectures

Introduction to Core Pandas Topics Preview 02:00

Pandas Series - Part One Preview 09:28

Pandas Series - Part Two Preview 10:41

Pandas DataFrames - Part One - Creating a DataFrame Preview 19:27

Pandas DataFrames - Part Two - Basic Properties Preview 08:18

Pandas DataFrames - Part Three - Working with Columns Preview 13:57

Pandas DataFrames - Part Four - Working with Rows Preview 14:30

Pandas - Conditional Filtering Preview 17:41

Pandas - Useful Methods - Apply on Single Column Preview 13:47

Pandas - Useful Methods - Apply on Multiple Columns Preview 17:23

Pandas - Useful Methods - Statistical Information Preview 15:48

Pandas - Combining DataFrames - Concatenation Preview 10:24

Pandas - Combining DataFrames - Inner Merge Preview 12:04

Pandas - Combining DataFrames - Left and Right Merge Preview 06:07

Pandas - Combining DataFrames - Outer Merge Preview 10:38

Pandas IO -CSV Files Preview 10:20

Pandas IO - HTML Preview 14:41

Pandas IO - Excel Files Preview 07:20

Pandas IO - SQL Preview 18:19

Pandas Exercise Project Preview 04:24

Pandas Exercise Project Solutions Preview 18:38

Matplotlib 11 lectures

Introduction to Matplotlib Preview 04:06

Matplotlib Basics Preview 12:35

Matplotlib - Understanding the Figure Object Preview 07:32

Matplotlib - Implementing Figures and Axes Preview 14:31

Matplotlib - Figure Parameters Preview 04:56

Matplotlib - Subplots Functionality Preview 19:17

Matplotlib Styling - Legends Preview 07:02

Matplotlib Styling - Colors and Styles Preview 14:29

Advanced Matplotlib Commands (Optional) Preview 03:52

Matplotlib Exercise Questions - Overview Preview 06:10

Matplotlib Exercise Questions - Solutions Preview 16:39

Pandas and Finance 11 lectures

Introduction to Pandas and Finance Preview 01:47

Core Pandas Time Methods Preview 21:00

Pandas Visualizations Preview 20:14

Visualizing Time Series Data with Pandas - Part One Preview 17:11

Visualizing Time Series Data with Pandas - Part Two (Optional) Preview 08:55

Pandas Rolling Statistics Preview 08:12

Pandas Time Shifting and Row Calculations Preview 12:19

Python API Based Data Sources Preview 12:17

Alternative Data Sources and Platforms Preview 08:08

Pandas and Finance - Exercise Overview Preview 05:33

Pandas and Finance - Exercise Solutions Preview 19:56

Financial Concepts with Python 19 lectures

Introduction to Financial Concepts with Python Preview 01:53

Efficient Market Hypothesis Preview 14:12

Measurements of Return Preview 07:36

Measurements of Risk Preview 05:37

Sharpe Ratio - Theory and Intuition Preview 08:54

Sharpe Ratio with Python Preview 08:04

Sortino Ratio - Theory and Intuition Preview 03:26

Sortino Ratio with Python Preview 07:29

Probabilistic Sharpe Ratio - Theory and Intuition Preview 06:49

Probabilistic Sharpe Ratio with Python Preview 08:08

Modern Portfolio Theory Preview 10:16

Equal Weighted Portfolio in Python Preview 23:02

Log Returns - Theory and Intuition Preview 06:11

Monte Carlo Simulation with Python Preview 15:26

Minimization Search with SciPy Preview 11:22

Efficient Frontier in Python Preview 12:51

Capital Asset Pricing Model Preview 13:06

CAPM with Python - Part One - Exploring Data and Market Preview 21:51

CAPM with Python - Part Two - Beta and Alpha Preview 15:38

Stock Market Analysis Capstone Project 4 lectures

Introduction to Capstone Project Preview 06:05

Capstone Project Solutions - Part One - Returns Analysis Preview 17:14

Capstone Project Solutions - Part Two - Volume Analysis Preview 06:01

Capstone Project Solutions - Part Three - Technical Analysis Preview 07:04

Algorithmic Trading Basics with QuantConnect 37 lectures

QuantConnect Access Link Preview 00:08

Algorithmic Trading Basics Overview Preview 01:38

Algorithmic Trading Basics - Learning Pathway Preview 04:16

Algorithmic Trading - Core Concepts Preview 09:54

QuantConnect Platform Tour Preview 12:11

Buying Shares of Stock - Core Concepts - Part One Preview 24:06

Buying Shares of Stock - Core Concepts - Part Two Preview 17:17

Buying Securities on QuantConnect - Part One - Initialize Method Preview 09:39

Buying Securities on QuantConnect - Part Two - OnData Method Preview 05:42

Backtesting - Core Concepts Preview 11:18

Buying Securities on QuantConnect - Part 3 - Backtesting and Multiple Securities Preview 11:39

Quick Check-in -- Buy and Hold Preview 00:20

Selling Securities - Part One - Portfolio Liquidation Preview 18:46

Selling Securities - Part Two - Time Based Exit Preview 11:18

Quick Check-In - Liquidate Remaining Portfolio Preview 00:32

Selling Securities - Part Three - Profit Threshold Exit Preview 15:33

Quick Check-in - Locking in Profits Preview 00:24

Order System Preview 02:37

MarketOrder on QuantConnect Preview 13:40

LimitOrder on QuantConnect Preview 10:09

StopMarketOrder on QuantConnect Preview 16:13

StopLimitOrder on QuantConnect Preview 09:17

MarketOnOpen and MarketOnClose Orders on QuantConnect Preview 02:48

Getting Price and Share Information Preview 17:17

Quick Check-in - Stopping Losses Preview 00:30

OrderTicket System Overview Preview 07:09

Interacting with and Updating OrderTickets - Part One Preview 15:43

Interacting with and Updating OrderTickets - Part Two Preview 10:55

Conditional Purchasing - Scheduling Functions Preview 15:42

Quick Check-in - Trailing Stop Loss Preview 01:55

Quick Note on Next Lecture Preview 00:04

Conditional Purchasing - Price Comparison Preview 12:02

Leverage - Theory and Intuition Preview 05:12

Leverage Example - QuantConnect Preview 12:11

Shorting - Theory and Intuition Preview 06:41

Shorting Example - QuantConnect Preview 07:48

Margin Calls Preview 17:23

QuantConnect Research, Plotting, Universe Selection 14 lectures

Research, Plotting, and Universe Selection Notebooks Preview 00:00

Introduction to Research and Plotting Section Preview 01:19

QuantConnect Charts Preview 06:30

Custom Charts Preview 09:51

CandleStick Plots Preview 09:33

Combining Plots Preview 08:26

Modifying Plot Properties Preview 05:36

QuantBook and Research Notebooks Overview Preview 03:17

Research Notebooks - Part One - Securities Historical Data Preview 12:23

Research Notebooks - Part Two - Fundamental Data Preview 17:09

Research Notebooks - Part Three - Technical Indicators Preview 12:51

Universe Selection - Key Ideas Preview 10:48

Universe Selection - Part One- Coarse Filter Preview 24:32

Universe Selection - Part Two - OnSecuritiesChanged Mthod Preview 10:21