Quantitative Finance & Algorithmic Trading in Python
What you'll learn
- 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)
Requirements
- You should have an interest in quantitative finance as well as in mathematics and programming!
Description
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 !!!
Section 1:
installing Python
stock market basics
Section 2:
what are bonds
how to calculate the price of a bond
Section 3:
what is modern portfolio theory (Markowitz-model)
efficient frontier and capital allocation line
sharpe ratio
Section 4:
what is capital asset pricing model (CAPM)
beta value and market risk
Section 5:
derivatives basics
options (put and call options)
random behaviour
stochastic calculus and Ito's lemma
brownian motion
Black-Scholes model
Section 6:
what is value at risk (VaR)
Monte-Carlo simulation
Section 7:
machine learning in finance
how to forecast future stock prices
SVM, k-nearest neighbor classifier and logistic regression
Section 8:
long term investing (the Warren Buffer way)
efficient market hypothesis
Thanks for joining my course, let's get started!
Who this course is for:
- Anyone who wants to learn the basics of financial engineering!
Course content
- Preview01:22
- Preview03:06
- 03:03Financial models
- 00:34IMPORTANT UPDATES
Instructor
![Holczer Balazs](data:image/svg+xml,%3Csvg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 64 64"%3E%3C/svg%3E){kind=avatar}
- 4.5 Instructor Rating
- 21,756 Reviews
- 181,788 Students
- 33 Courses
Hi!
My name is Balazs Holczer. I am from Budapest, Hungary. I am qualified as a physicist. At the moment I am working as a simulation engineer at a multinational company. I have been interested in algorithms and data structures and its implementations especially in Java since university. Later on I got acquainted with machine learning techniques, artificial intelligence, numerical methods and recipes such as solving differential equations, linear algebra, interpolation and extrapolation. These things may prove to be very very important in several fields: software engineering, research and development or investment banking. I have a special addiction to quantitative models such as the Black-Scholes model, or the Merton-model.
Take a look at my website if you are interested in these topics!