
Financial Engineering and Artificial Intelligence in Python
>_ What You'll Learn
- Forecasting stock prices and stock returns
- Time series analysis
- Holt-Winters exponential smoothing model
- ARIMA
- Efficient Market Hypothesis
- Random Walk Hypothesis
- Exploratory data analysis
- Alpha and Beta
- Distributions and correlations of stock returns
- Modern portfolio theory
- Mean-Variance Optimization
- Efficient frontier, Sharpe ratio, Tangency portfolio
- CAPM (Capital Asset Pricing Model)
- Q-Learning for Algorithmic Trading
>_ Requirements
- Decent Python coding skills
- Numpy, Matplotlib, Pandas, and Scipy (I teach this for free! My gift to the community)
- Matrix arithmetic
- Probability
/ Course Details & Curriculum
- Exploratory data analysis, significance testing, correlations, alpha and beta
- Time series analysis, simple moving average, exponentially-weighted moving average
- Holt-Winters exponential smoothing model
- ARIMA and SARIMA
- Efficient Market Hypothesis
- Random Walk Hypothesis
- Time series forecasting ("stock price prediction")
- Modern portfolio theory
- Efficient frontier / Markowitz bullet
- Mean-variance optimization
- Maximizing the Sharpe ratio
- Convex optimization with Linear Programming and Quadratic Programming
- Capital Asset Pricing Model (CAPM)
- Algorithmic trading (VIP only)
- Statistical Factor Models (VIP only)
- Regime Detection with Hidden Markov Models (VIP only)
- Regression models
- Classification models
- Unsupervised learning
- Reinforcement learning and Q-learning
- Algorithmic trading (trend-following, machine learning, and Q-learning-based strategies)
- Statistical factor models
- Regime detection and modeling volatility clustering with HMMs
- Matrix arithmetic
- Probability
- Decent Python coding skills
- Numpy, Matplotlib, Scipy, and Pandas (I teach this for free, no excuses!)
- Check out the lecture "Machine Learning and AI Prerequisite Roadmap" (available in the FAQ of any of my courses, including the free Numpy course)
- Every line of code explained in detail - email me any time if you disagree
- No wasted time "typing" on the keyboard like other courses - let's be honest, nobody can really write code worth learning about in just 20 minutes from scratch
- Not afraid of university-level math - get important details about algorithms that other courses leave out
Author and Instructor
Lazy Programmer Team, Lazy Programmer Inc.
Expert at Udemy
With years of hands-on experience in Development, Lazy Programmer Team, Lazy Programmer Inc. has dedicated thousands of hours to teaching and mentorship. This course is the culmination of industry best practices and a proven curriculum that has helped thousands of students transition into professional roles.
Community Feedback
Michael Chen
Verified Enrollment
"This Financial Engineering and Artificial Intelligence in Python course was exactly what I needed. The instructor explains complex Development concepts clearly. Highly recommended!"
Sarah Johnson
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"I've taken many Udemy courses on Python programming & back-end development, but this one stands out. The practical examples helped me land a job."
David Smith
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"Great value for money. The section on Financial Analysis was particularly helpful."
Emily Davis
Verified Enrollment
"Excellent structure and pacing. I went from zero to hero in Development thanks to this course. Lifetime access is a huge plus."
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