Quantitative Finance & Algorithmic Trading in Python
- 5 hours on-demand video
- 7 articles
- 1 downloadable resource
- Full lifetime access
- Access on mobile and TV
- Certificate of Completion
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- Understand stock market fundamentals
- Understand the Modern Portfolio Theory
- Understand the CAPM
- Understand stochastic processes and the famous Black-Scholes mode
- Understand Monte-Carlo simulations
- Understand Value-at-Risk (VaR)
- You should have an interest in quantitative finance as well as in mathematics and programming!
This course is about the fundamental basics of financial engineering. First of all you will learn about stocks, bonds and other derivatives. The main reason of this course is to get a better understanding of mathematical models concerning the finance in the main. Markowitz-model is the first step. Then Capital Asset Pricing Model (CAPM). One of the most elegant scientific discoveries in the 20th century is the Black-Scholes model: how to eliminate risk with hedging. Nowadays machine learning techniques are becoming more and more popular. So you will learn about regression, SVM and tree based approaches.
IMPORTANT: only take this course, if you are interested in statistics and mathematics !!!
stock market basics
what are bonds
how to calculate the price of a bond
what is modern portfolio theory (Markowitz-model)
efficient frontier and capital allocation line
what is capital asset pricing model (CAPM)
beta value and market risk
options (put and call options)
stochastic calculus and Ito's lemma
what is value at risk (VaR)
machine learning in finance
how to forecast future stock prices
SVM, k-nearest neighbor classifier and logistic regression
long term investing (the Warren Buffer way)
efficient market hypothesis
Thanks for joining my course, let's get started!
- Anyone who wants to learn the basics of financial engineering!