Learn Python programming for financial analysis and algorithmic trading in this comprehensive 7-hour course. Master stock data manipulation, S&P 500 analysis, and machine learning techniques for finance. Explore Quantopian for algorithmic trading, including order management, leverage, and pipeline creation. Dive into alpha factor analysis using Alphalens, backtest strategies with Pyfolio, and optimize portfolios. Conclude with Zipline tutorials for local backtesting, custom data panels, and trading in specialized markets like cryptocurrency.
Overview
Syllabus
Intro and Getting Stock Price Data - Python Programming for Finance p.1.
Handling Data and Graphing - Python Programming for Finance p.2.
Basic Stock data Manipulation - Python Programming for Finance p.3.
More stock manipulations - Python Programming for Finance p.4.
Automating getting the S&P 500 list - Python Programming for Finance p.5.
Getting all company pricing data in the S&P 500 - Python Programming for Finance p.6.
Combining S&P 500 into one DataFrame - Python Programming for Finance p. 7.
S&P 500 company correlation table - Python Programming for Finance p. 8.
Preprocessing data for Machine Learning - Python Programming for Finance p. 9.
Creating machine learning target function - Python Programming for Finance p. 10.
Creating labels for Machine Learning - Python Programming for Finance p. 11.
Machine learning - Python Programming for Finance p. 12.
Algorithmic Trading with Python and Quantopian p. 1.
Orders and Leverage - Algorithmic Trading with Python and Quantopian p. 2.
Schedule Function - Algorithmic Trading with Python and Quantopian p. 3.
Research - Algorithmic Trading with Python and Quantopian p. 4.
Pipeline - Algorithmic Trading with Python and Quantopian p. 5.
Analyzing Alpha Factors with Alphalens - Algorithmic Trading with Python and Quantopian p. 6.
Backtesting Alpha Factor - Algorithmic Trading with Python and Quantopian p. 7.
Analyzing Backtest with Pyfolio - Algorithmic Trading with Python and Quantopian p. 8.
Strategizing - Algorithmic Trading with Python and Quantopian p. 9.
Finding more Alpha Factors - Algorithmic Trading with Python and Quantopian p. 10.
Combining Alphas - Algorithmic Trading with Python and Quantopian p. 11.
Portfolio Optimization API - Algorithmic Trading with Python and Quantopian p. 12.
Installation - Zipline Tutorial local backtesting and finance with Python p.1.
Visualizing Strategy Metrics - Zipline Tutorial local backtesting and finance with Python p.2.
Custom Data Panel - Zipline Tutorial local backtesting and finance with Python p.3.
Trading Custom Markets (bitcoin example) - Zipline Tutorial finance with Python p.4.
Taught by
sentdex
