Quantitative Analysis, Risk Management, Modelling, Algo Trading, and Big Data Analysis

Python for Advanced Finance 3-Day Workshop. London, UK (Sep 7-9, 2016)

 

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Based on an enormous success of QuantAtRisk/A*STAR 2-Day Workshop in Sinagpore in May 2016

QuantAtRisk

invites You to attend

Python for Advanced Finance
3-Day Intensive Workshop

September 7-9, 2016
London, UK

About Workshop
Pre-Requisites
Instructor
Programme
Venue
Registration
Contact Organizers




About Workshop

Our Python for Advanced Finance 3-day Intensive Workshop is addressed to all who wish to learn Python programming for its direct application in quantitative finance. The official version of Python during the Workshop will be Python 3.5+.

A bit of Python programming experience is a baseline.




Pre-Requisites

Bring your own laptop and lot of enthusiasm to learn really a lot of new and amazing things! The Wi-Fi will be available during the course (a subject of confirmation).

Please have Python 3.5+ already installed. The recommended distribution is Anaconda Python (click download page to get the install file for your Windows or Linux or Mac OS X operating system). All course will be based on iPython Notebook style examples (Jupyter Notebook). It is a part of Anaconda distribution.




Instructor

Dr. Pawel Lachowicz (Sydney, Australia) received his PhD by applying novel techniques of signal processing in astrophysics from Polish Academy of Sciences in 2007. He worked at Temasek Laboratories and NUS in Singapore after that. He is a leading expert in data analysis covering financial markets, an educator, an author of books on finance, data processing, and applied programming. He also is a founder and writer at QuantAtRisk.com. He specializes in Python and Matlab programming for finance.




Programme

Day 1 (Sep 7)

800 – 845
Registration

845 – 900
Welcome Message and Setup

900 – 1030
Math and Statistics in Python 3.5+ (NumPy + pandas)

1030 – 1045
Coffee Break

1045 – 1230
Financial Time-Series

1230 – 1330
Lunch Break

1330 – 1530
Volatility Models

1530 – 1545
Tea Break

1545 – 1730
Factor Models + Linearity and Non-Linearity

Day 2 (Sep 8)

900 – 1030
N-Asset Portofolios and Optimisation Problem

1030 – 1045
Coffee Break

1045 – 1230
Random Portfolios

1230 – 1330
Lunch Break

1330 – 1530
Market Risk: from VaR to Portfolio Risk Computations

1530 – 1545
Tea Break

1545 – 1730
Extreme Loss Modelling

Day 3 (Sep 9)

900 – 1030
Credit and Operational Risk

1030 – 1045
Coffee Break

1045 – 1230
Monte-Carlo Methods in Finance: Option Pricing

1230 – 1330
Lunch Break

1330 – 1530
VIX and Option Volatility

1530 – 1545
Tea Break

1545 – 1730
CPU/GPU Numerical Computations in Python

1830 – dawn
Drinks




Venue

The venue is aimed to take place in London’s Financial District. More information will be announced soon.




Early-Bird Registration

Your Registration for the Workshop will be conducted by a PayPal system. Fill in your name and contact details correctly. We will stay in touch with You by email. The invoices will be available upon request. Early-Bird Registration closes on Jul 15.





GBP 26500




Contact Organizer
+61 412470716 (Pawel)
pawel#quantatrisk.com

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