Material about the introduction of quantitative finance with Python at Université Catholique de Louvain.
This course is basic introduction to Python for quantitative Finance. The goal is to give some material to help students to start their journey to be more autonomous to code in Python.
Here are the topics that this course will cover :
- Course 1 : data management (import/export), variables definition & plots
- Course 2 : data analysis (estimation of mean, covariance and PCA)
- Course 3 : computation of optimal portfolios
- Course 4 : efficient frontier and optimal portfolio under risk budget
- Course 5 : linear regression
- Course 6 : Project