Data Science in Finance with Python

Content

Students learn more about real-life problems of portfolio management, in particular the development and implementation of rule-based (systematic) trading strategies (smart be-ta, alternative alpha) as well as practitioners’ problem-solving approaches. The course focuses on the application of data analysis in Python. After successfully completing this module, students will be able to consider various problems in the entire investment pro-cess.

Among others, the module covers the following topics:

• Basics of data analysis in Python with Pandas
• Risk and return
• Mean-Variance Portfolio Optimization
• Quantitative trading and portfolio strategies

Examination modalities

• Four programming cases in Python