What you’ll learn
- You will be able to use the functions provided to download financial data from a number of sources and preprocess it for further analysis
- You will be able to draw some insights into patterns emerging from a selection of the most commonly used metrics (such as MACD and RSI)
- Introduces the basics of time series modeling. Then, we look at exponential smoothing methods and ARIMA class models.
- shows you how to estimate various factor models in Python. one ,three-, four-, and five-factor models.
- Introduces you to the concept of volatility forecasting using (G)ARCH class models, how to choose the best-fitting model, and how to interpret your results.
- Introduces concept of Monte Carlo simulations and use them for simulating stock prices, the valuation of European/American options and calculating the VaR.
- Introduces the Modern Portfolio Theory and shows you how to obtain the Efficient Frontier in Python. how to evaluate the performance of such portfolios.
- Presents a case of using machine learning for predicting credit default. You will get to know tune the hyperparameters of the models and handle imbalances
- Introduces you to a selection of advanced classifiers (including stacking multiple models)and how to deal with class imbalance, use Bayesian optimization.
- Demonstrates how to use deep learning techniques for working with time series and tabular data. The networks will be trained using PyTorch.
Description
In this course, you will become familiar with a variety of up-to-date financial analysis content, as well as algorithms techniques of machine learning in the Python environment, where you can perform highly specialized financial analysis. You will get acquainted with technical and fundamental analysis and you will use different tools for your analysis. You will get acquainted with technical and fundamental analysis and you will use different tools for your analysis. You will learn the Python environment completely. You will also learn deep learning algorithms and artificial neural networks that can greatly enhance your financial analysis skills and expertise.
This tutorial begins by exploring various ways of downloading financial data and preparing it for modeling. We check the basic statistical properties of asset prices and returns, and investigate the existence of so-called stylized facts. We then calculate popular indicators used in technical analysis (such as Bollinger Bands, Moving Average Convergence Divergence (MACD), and Relative Strength Index (RSI)) and backtest automatic trading strategies built on their basis
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