Introduction
Dates: 04/09/2021 to 05/28/2021
Hours: Monday and Wednesday from 4:00 p.m. to 9:00 p.m.
Duration: 70 hours
Price: € 1,400PresentationThe main objective of the course is for all participants to obtain the ability to work independently in the field of quantitative finance, being fully prepared to take the master's degree in Artificial Intelligence Applied to Financial Markets.MethodologyAll sessions will be focused with 100% practical content.
Students will obtain real programming skills in R and Python through different practices that will be carried out during the sessions.
It is essential to attend the course with your own laptop. No special requirements are necessary on this computer. Any laptop with a standard configuration and features is valid.Important registration informationFrom Instituto BME we want to offer all possible facilities to facilitate your attendance to the sessions as much as possible. For this we have introduced a series of novelties that will allow you to make the follow-up of this course compatible with your personal circumstances.
Virtual mode
This year, to the development of the course in face-to-face format, we added the flexibility of being able to attend the sessions VIRTUAL by broadcasting them via live streaming. In this way, the student who, due to professional or personal circumstances, cannot attend a session will not lose the continuity of the course.
This circumstance also offers an added advantage for all those professionals who reside outside of Madrid and who have difficulties to attend since they will be able to register for the course in virtual format without having to travel.
If you are interested in taking advantage of this modality, indicate that you must include the following code when formalizing the registration: " VIRTUAL "
The number of places in face- to- face format is limited to 16 and they will be filled according to a criterion of order of enrollment in the course.
Enrollment Options
Furthermore, if you are interested in taking only one of the 3 modules that make up this course, we offer you the possibility of registering individually. The following are the possibilities of enrollment in the course:
Enrollment in the full course with assistance to the 3 modules identified in the Program. In this case we offer a 10% discount. Use the code: " COMPLETE " at the time of registration. IMPORTANT: The aforementioned 10% discount on the full rate will be applicable only in case of card payment.
For those who are interested in attending a specific module, it is possible to register individually in the module that is of interest to them. This mode will only allow enrollment in one of the available modules. Below is the individual price of each of the modules as well as the code that is necessary to use during the registration process:Enrollment in Module 1 - Introduction to Visual Basic for Finance: Price: € 325 - Code: SOLOVB
Enrollment in Module 2 - R Programming Fundamentals: Price € 505 - Code: SOLOR
Enrollment in Module 3 - Python Programming Fundamentals: Price € 890 - Code : SOLOPYAddressed toThe course is aimed at all those who wish to know the possibilities of these programming languages and their direct application in solving problems in the financial sector.
In the professional field, it will be especially useful for Graduates in Economic Sciences, Business Administration and Management, Statistics, who carry out their activity:Departments of financial companies related to investment management.
Fund managers.
Financial departments.
Responsible for control and risk management and auditing.
Fintech and startups oriented to financial markets.objectiveAcquisition of the following capabilities:
Understand and produce R language code.Download and obtain financial data from different sources.
Manage data structures in R.
Design simple investment algorithms.
Ability to program and continue learning independentlyUnderstand and produce code in Python language.Data structures in Python.
Use of the numpy library to perform mathematical calculations.
Use of the pandas library for the treatment of financial and tabulated data.
Download and obtain financial data.
Valuation of derivative products.
Risk assessment in a portfolio (VaR calculation, Expected Shortfall, etc.)
Selection of optimal investment portfolios.
Basic algorithms of automatic investment.TemaryModule 1 - Introduction to Visual Basic for FinanceSession IStatements and loops
Recursive programming
Nested structures
Control and error managementSession IICalculation of the risks and flows of a project.
High uncertainty environmentsModule 2 - Fundamentals of Programming in RSession IStatements, loops, and vectors
Create and invoke functionsSession IIMatrices and factors
Lists and data framesSession IIIData management (import and save)
Cleaning and handling
Selection, filtering, grouping and statisticsSession IVAdvanced libraries: Dplyr, Data Table
Apply Family (Lapply, Sapply, Vapply)
Programming with PipesSession VWeb scraping
Graphics generation
Probability distributions
Performance analysisModule 3 - Fundamentals of Python ProgrammingSession IInstallation
Basic syntax, operations, and basic types
Data structures: Lists, Tuples, Sets and Dictionaries
Control FlowSession IIFunctions
Modules and Scripts
Writing text files and saving variables
Numpy bookstore
Pandas LibrarySession IIIData visualization
Data acquisition and storage
Combine, join and group operations
Treatment of time seriesSession IVEditors and workflow
Parallel processing with multiprocessing: Itertools
Interactive visualizations with interact
Other libraries and documentsSession VObtaining financial data
Simulation for risk measurement (VaR)
Option valuationSession VIWeb scraping
Performance analysis
VectorizationSession VIIObject-oriented programming
Create API Rest
ObservationsObservationsCertificate will be delivered to students who meet a minimum attendance of 75% of the teaching hours.
