[Udemy] Python for Financial Analysis and Algorithmic Trading, 2018, ENG (Jose Portilla)

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17 часов видео
9 статей
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О курсе:
Welcome to Python for Financial Analysis and Algorithmic Trading! Are you interested in how people use Python to conduct rigorous financial analysis and pursue algorithmic trading, then this is the right course for you!

This course will guide you through everything you need to know to use Python for Finance and Algorithmic Trading! We'll start off by learning the fundamentals of Python, and then proceed to learn about the various core libraries used in the Py-Finance Ecosystem, including jupyter, numpy, pandas, matplotlib, statsmodels, zipline, Quantopian, and much more!

We'll cover the following topics used by financial professionals:
Python Fundamentals
NumPy for High Speed Numerical Processing
Pandas for Efficient Data Analysis
Matplotlib for Data Visualization
Using pandas-datareader and Quandl for data ingestion
Pandas Time Series Analysis Techniques
Stock Returns Analysis
Cumulative Daily Returns
Volatility and Securities Risk
EWMA (Exponentially Weighted Moving Average)
Statsmodels
ETS (Error-Trend-Seasonality)
ARIMA (Auto-regressive Integrated Moving Averages)
Auto Correlation Plots and Partial Auto Correlation Plots
Sharpe Ratio
Portfolio Allocation Optimization
Efficient Frontier and Markowitz Optimization
Types of Funds
Order Books
Short Selling
Capital Asset Pricing Model
Stock Splits and Dividends
Efficient Market Hypothesis
Algorithmic Trading with Quantopian
Futures Trading

Видео: AVC, 1280x720, 16:9, 30 fps, 37.9-236 Kbps
Аудио: AAC, 48.0 KHz, 96.0 Kbps, 2 channels

Объем: 1.34Гб.

Спойлер: Продолжение описания

Содержание складчины
Course Introduction 07:10
Introduction to Course 02:12
Course Overview Lecture (DON'T SKIP THIS!) 03:32
Did you skip the last lecture? Please go back and view it! 00:25
Course FAQ 01:00
–
Course Materials and Set-up 09:33
Course Installation Help Notes 00:45
Course Installation Guide 08:48
–
Python Crash Course 01:02:33
Welcome to the Python Crash Course 00:19
Introduction to Crash Course 01:16
Python Crash Course Part One 19:00
Python Crash Course Part Two 13:37
Python Crash Course Part Three 15:02
Python Crash Course Exercises 04:13
Python Crash Course Exercise Solutions 09:06
–
NumPy 47:01
Welcome to NumPy 00:23
Introduction to NumPy 01:37
NumPy Arrays 15:47
Numpy Operations 04:19
Numpy Indexing 10:54
NumPy Review Exercise 04:10
Numpy Exercise Solutions 09:51
–
General Pandas Overview 01:55:35
Welcome to Pandas 00:22
Introduction to Pandas 02:39
Series 06:58
DataFrames 15:34
DataFrames Part Two 16:59
DataFrames Part Three 09:01
Missing Data 06:14
Group By with Pandas 06:37
Merging, Joining, and Concatenating DataFrames 09:10
Pandas Common Operations 12:12
Data Input and Output 13:50
General Pandas Review Exercises 03:06
General Pandas Exercise Solutions 12:53
–
Visualization with Matplotlib and Pandas 01:41:48
Welcome to Visualization 00:23
Introduction to Visualization in Python 01:48
Matplotlib Basics - Part One 18:45
Matplotlib Basics - Part Two 15:31
Matplotlib Part Three 11:43
Matplotlib Exercise 03:42
Matplotlib Exercise Solutions 10:08
Pandas Visualization Overview 12:07
Pandas Time Series Visualization 17:32
Pandas Visualization Exercise Overview 01:18
Pandas Visualization Exercise Solutions 08:51
–
Data Sources 16:28
Introduction to Data Sources 01:21
Note on Pandas Datareader 00:09
Pandas DataReader 04:37
Quandl 10:21
–
Pandas with Time Series Data 47:27
Welcome to Pandas for Time Series 00:13
Introduction to Time Series with Pandas 00:58
Datetime Index 09:38
Time Resampling 12:48
Time Shifts 05:58
Pandas Rolling and Expanding 17:52
–
Capstone Stock Market Analysis Project 01:02:24
Welcome to the Capstone Project! 00:30
Stock Market Analysis Project 06:38
Stock Market Analysis Project Solutions Part One 20:25
Python Stock Market Analysis Solutions - Part Two 09:36
Stock Market Analysis Project Solutions Part Three 16:52
Stock Market Analysis Project Solutions Part Four 08:23
–
Time Series Analysis 01:51:00
Welcome to Time Series Analysis 00:33
Introduction to Time Series 02:51
Time Series Basics 03:58
Introduction to Statsmodels 12:29
ETS Theory 04:16
EWMA Theory 02:49
EWMA Code Along 14:24
ETS Code Along 06:24
ARIMA Theory 09:33
ACF and PACF 06:20
ARIMA with Statsmodels 11:42
Quick Note on Second Milk Difference! 00:31
ARIMA Code Part Two 13:59
ARIMA Code Part Three 06:49
ARIMA Code Part Four 14:14
Discussion on choosing PDQ 00:08
-
Python Finance Fundamentals 02:02:19
Welcome to Finance Fundamentals 00:36
Introduction to Python Finance Fundamentals 00:49
Sharpe Ratio Slides 07:16
Portfolio Allocation Code Along Part One 15:31
Portfolio Allocation Code Along Part Two 06:44
Portfolio Optimization 05:14
Portfolio Optimization Code Along One 14:44
Portfolio Optimization Code Along Two 07:45
Portfolio Optimization Code Along Three 16:32
Key Financial Topics 01:06
Types of Funds 06:09
Order Books 14:35
Short Selling 02:35
CAPM - Capital Asset Pricing Model 05:18
CAPM Code Along 12:09
Stock Splits and Dividends 03:16
EMH 02:00
-
Basics of Algorithmic Trading with Quantopian 02:26:12
Welcome to the Quantopian Section 00:24
Introduction to Quantopian 09:27
Note on get_fundamentals 00:12
Quantopian Research Basics 16:46
Quantopian Algorithms Basics Part One 16:17
Quantopian Algorithms Basics Part Two 17:17
First Trading Algorithm - Part One 16:47
First Trading Algorithm - Part Two 16:44
Trading Algorithm Exercise 04:50
Trading Algorithm Exercise Solutions Part One 12:36
Trading Algorithm Exercise Solutions Part Two 02:38
Quantopian Pipelines Factors 16:59
Quantopian Pipelines Filters 05:58
Quantopian Pipeline - Masking and Classifiers 09:17
-
Advanced Quantopian and Trading Algorithms 02:46:02
Welcome to Trading Algorithms 00:48
Pipeline Trading Algorithm Example - Code Along - Part One 13:34
Pipeline Trading Algorithm - Code Along - Part Two 10:27
Quick note 00:08
Pipeline Trading Algorithm Code along Part Three 19:28
Leverage 12:48
Hedging 14:17
Hedging- Part Two 14:54
Portfolio Analysis with PyFolio 15:20
Stock Sentiment Analysis Project 16:23
What are Futures? 09:02
Futures on Quantopian 18:19
Futures on Quantopian Part Two 20:34
-
BONUS OFFERS 00:32
Bonus Lecture: Coupons 00:32

Содержание складчины (файлы и папки)
01 Course Introduction
001 Introduction to Course.mp4 [4m 137k 339]
002 Course Overview Lecture DONT SKIP THIS.mp4 [4m 688k 27]
003 Did you skip the last lecture Please go back and view it.html [1k 34]
004 Course FAQ.html [2k 131]

attached_files

004 Course FAQ
Python-for-Finance-Repo.zip [10m 707k 250]

02 Course Materials and Set-up
005 Course Installation Help Notes.html [1k 470]
006 Course Installation Guide.mp4 [11m 628k 529]

attached_files

006 Course Installation Guide
Python-for-Finance-Repo.zip [10m 707k 250]

03 Python Crash Course
007 Welcome to the Python Crash Course.mp4 [763k 530]
008 Introduction to Crash Course.mp4 [1m 476k 878]
009 Python Crash Course Part One.mp4 [22m 156k 619]
010 Python Crash Course Part Two.mp4 [14m 583k 558]
011 Python Crash Course Part Three.mp4 [17m 101k 898]
012 Python Crash Course Exercises.mp4 [6m 909k 924]
013 Python Crash Course Exercise Solutions.mp4 [13m 18k 348]

04 NumPy
014 Welcome to NumPy.mp4 [975k 135]
015 Introduction to NumPy.mp4 [1m 928k 646]
016 NumPy Arrays.mp4 [19m 130k 930]
017 Numpy Operations.mp4 [5m 571k 964]
018 Numpy Indexing.mp4 [12m 204k 974]
019 NumPy Review Exercise.mp4 [8m 222k 195]
020 Numpy Exercise Solutions.mp4 [15m 830k 632]

05 General Pandas Overview
021 Welcome to Pandas.mp4 [924k 328]
022 Introduction to Pandas.mp4 [3m 101k 629]
023 Series.mp4 [8m 931k 457]
024 DataFrames.mp4 [23m 987k 437]
025 DataFrames Part Two.mp4 [25m 614k 111]
026 DataFrames Part Three.mp4 [11m 663k 631]
027 Missing Data.mp4 [7m 466k 243]
028 Group By with Pandas.mp4 [9m 10k 551]
029 Merging Joining and Concatenating DataFrames.mp4 [15m 807k 82]
030 Pandas Common Operations.mp4 [15m 7k 374]
031 Data Input and Output.mp4 [20m 456k 213]
032 General Pandas Review Exercises.mp4 [4m 952k 694]
033 General Pandas Exercise Solutions.mp4 [19m 692k 445]

06 Visualization with Matplotlib and Pandas
034 Welcome to Visualization.mp4 [957k 463]
035 Introduction to Visualization in Python.mp4 [2m 120k 936]
036 Matplotlib Basics - Part One.mp4 [23m 910k 407]
037 Matplotlib Basics - Part Two.mp4 [19m 433k 998]
038 Matplotlib Part Three.mp4 [18m 10k 588]
039 Matplotlib Exercise.mp4 [5m 917k 496]
040 Matplotlib Exercise Solutions.mp4 [17m 35k 344]
041 Pandas Visualization Overview.mp4 [17m 669k 2]
042 Pandas Time Series Visualization.mp4 [23m 268k 551]
043 Pandas Visualization Exercise Overview.mp4 [2m 999k 107]
044 Pandas Visualization Exercise Solutions.mp4 [17m 519k 452]

07 Data Sources
045 Introduction to Data Sources.mp4 [1m 609k 741]
046 Pandas DataReader.mp4 [5m 541k 548]
047 Quandl.mp4 [15m 711k 956]

08 Pandas with Time Series Data
048 Welcome to Pandas for Time Series.mp4 [518k 810]
049 Introduction to Time Series with Pandas.mp4 [1m 132k 72]
050 Datetime Index.mp4 [11m 69k 56]
051 Time Resampling.mp4 [20m 230k 262]
052 Time Shifts.mp4 [9m 566k 586]
053 Pandas Rolling and Expanding.mp4 [23m 698k 731]

09 Capstone Stock Market Analysis Project
054 Welcome to the Capstone Project.mp4 [1m 293k 267]
055 Stock Market Analysis Project.mp4 [14m 975k 389]
056 Stock Market Analysis Project Solutions Part One.mp4 [36m 986k 278]
057 Python Stock Market Analysis Solutions - Part Two.mp4 [16m 164k 417]
058 Stock Market Analysis Project Solutions Part Three.mp4 [31m 199k 959]
059 Stock Market Analysis Project Solutions Part Four.mp4 [12m 31k 124]

10 Time Series Analysis
060 Welcome to Time Series Analysis.mp4 [1m 444k 135]
061 Introduction to Time Series.mp4 [3m 318k 650]
062 Time Series Basics.mp4 [4m 309k 303]
063 Introduction to Statsmodels.mp4 [22m 565k 740]
064 ETS Theory.mp4 [4m 891k 876]
065 EWMA Theory.mp4 [3m 225k 662]
066 EWMA Code Along.mp4 [20m 690k 101]
067 ETS Code Along.mp4 [8m 689k 172]
068 ARIMA Theory.mp4 [11m 84k 779]
069 ACF and PACF.mp4 [7m 428k 41]
070 ARIMA with Statsmodels.mp4 [15m 651k 880]
071 ARIMA Code Part Two.mp4 [19m 558k 940]
072 ARIMA Code Part Three.mp4 [8m 843k 408]
073 ARIMA Code Part Four.mp4 [20m 550k 147]
074 Discussion on choosing PDQ.html [416]

11 Python Finance Fundamentals
075 Welcome to Finance Fundamentals.mp4 [1m 506k 744]
076 Introduction to Python Finance Fundamentals.mp4 [986k 333]
077 Sharpe Ratio Slides.mp4 [8m 642k 127]
078 Portfolio Allocation Code Along Part One.mp4 [22m 938k 232]
079 Portfolio Allocation Code Along Part Two.mp4 [8m 540k 377]
080 Portfolio Optimization.mp4 [6m 18k 186]
081 Portfolio Optimization Code Along One.mp4 [18m 962k 355]
082 Portfolio Optimization Code Along Two.mp4 [10m 536k 200]
083 Portfolio Optimization Code Along Three.mp4 [27m 134k 816]
084 Key Financial Topics.mp4 [1m 219k 9]
085 Types of Funds.mp4 [7m 276k 530]
086 Order Books.mp4 [16m 640k 751]
087 Short Selling.mp4 [2m 951k 630]
088 CAPM - Capital Asset Pricing Model.mp4 [6m 235k 932]
089 CAPM Code Along.mp4 [16m 332k 56]
090 Stock Splits and Dividends.mp4 [3m 988k 380]
091 EMH.mp4 [2m 440k 233]

12 Basics of Algorithmic Trading with Quantopian
092 Welcome to the Quantopian Section.mp4 [1m 10k 7]
093 Introduction to Quantopian.mp4 [16m 763k 626]
094 Quantopian Research Basics.mp4 [22m 947k 593]
095 Quantopian Algorithms Basics Part One.mp4 [20m 568k 660]
096 Quantopian Algorithms Basics Part Two.mp4 [21m 603k 420]
097 First Trading Algorithm - Part One.mp4 [21m 613k 309]
098 First Trading Algorithm - Part Two.mp4 [22m 61k 220]
099 Trading Algorithm Exercise.mp4 [5m 623k 376]
100 Trading Algorithm Exercise Solutions Part One.mp4 [16m 97k 687]
101 Trading Algorithm Exercise Solutions Part Two.mp4 [3m 116k 961]
102 Quantopian Pipelines Factors.mp4 [22m 470k 785]
103 Quantopian Pipelines Filters.mp4 [9m 194k 624]
104 Quantopian Pipeline - Masking and Classifiers.mp4 [14m 690k 132]

13 Advanced Quantopian and Trading Algorithms
105 Under Construction.html [408]
106 Welcome to Trading Algorithms.mp4 [918k 870]
107 Pipeline Trading Algorithm Example - Code Along - Part One.mp4 [16m 768k 46]
108 Pipeline Trading Algorithm - Code Along - Part Two.mp4 [14m 886k 694]
109 Pipeline Trading Algorithm Code along Part Three.mp4 [27m 745k 995]
110 Leverage.mp4 [17m 534k 970]
111 Hedging.mp4 [18m 516k 505]
112 Hedging- Part Two.mp4 [21m 195k 311]
113 Portfolio Analysis with PyFolio.mp4 [21m 484k 790]
114 Stock Sentiment Analysis Project.mp4 [21m 592k 106]
115 What are Futures.mp4 [10m 654k 457]
116 Futures on Quantopian.mp4 [27m 860k 334]
117 Futures on Quantopian Part Two.mp4 [34m 965k 680]

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