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Applied Financial Analysis Introduction

The Applied Financial Analysis module aims to equip students with practical programming skills for data analysis, focusing on financial data extraction, visualization, and time series manipulation within a Fintech context. Teaching methods include recorded lectures, case-based learning, and practical applications, with assessments split into two continuous assessments. The syllabus covers programming basics, advanced data processing libraries, financial data management, time series manipulation, and Big Data programming paradigms.

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41 views7 pages

Applied Financial Analysis Introduction

The Applied Financial Analysis module aims to equip students with practical programming skills for data analysis, focusing on financial data extraction, visualization, and time series manipulation within a Fintech context. Teaching methods include recorded lectures, case-based learning, and practical applications, with assessments split into two continuous assessments. The syllabus covers programming basics, advanced data processing libraries, financial data management, time series manipulation, and Big Data programming paradigms.

Uploaded by

harizbabu
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPTX, PDF, TXT or read online on Scribd
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Applied Financial Analysis

DBS
Lecturer: Lynn Monaghan
Dublin, 10/05/2020
Objectives of the module
• To introduce students to the practical applications of programming in data analysis.

• Provide learners with an understanding of the key programming concepts.

• Develop learners’ ability to extract, visualize and analyse financial data.

• Develop learners’ ability to manipulate time series data.

• To provide learners with an appreciation of financial analysis in a Fintech context.


List the teaching and learning
modes
Content will be delivered through a variety of modes including but not limited to the
following:

• Recorded Zoom lectures


• Case Based learning
• Practical applications of research tools
• Live Tutorials Zoom
• Individual and Group work
Assessment

Continuous Assessment 1 50%

Continuous Assessment 2 50%


Syllabus
Introduction to programming for Data Analysis (weeks 1 & 2)
• The learners shall gain an understating of the syntax and semantics of a suitable language and
appreciate the difference between a compiled and interpreted language. Building on core data
structures, scoping rules and control logic the learner shall be introduced to more complex
data structures such as Lists and Dictionaries. Additionally, the use of functions and file access
shall enable the learners to read in and process data from files.

Immediate programming for Data Analysis (weeks 3 & 4 & 5)


• Building on basic sequence structures, the learner shall be introduce to advanced libraries
(such as NumPy and pandas in the case of Python) to enable them to appreciate how financial
data can be processed at scale in a preformat manner. Additionally, visualization libraries (such
as Matplotlib in Python) shall be introduced to allow data to be plotted programmatically. The
learner will be introduced to computational complexity to allow them to understand how their
algorithm shall scale in the limit of large input data size.
Syllabus
Importing and Managing Financial Data in (weeks 6 & 7 & 8)
• With an understanding of programing practice in place the learner shall focus on importing financial data into
appropriate libraries. Extracting data from excel into pandas. Importing financial data from online API’s – for
example: Google &/or Yahoo Finance. Extracting macro data from the Federal Reserve. Extracting foreign exchange
rate from OAEDA. Summarizing data. Visualizing results. Aggregating and analyzing data by category.

Manipulating Time Series (weeks 9 & 10 & 11)


• Given the inherent time dimension of financial models and markets the learners shall be introduced to the basics of
manipulating time series data. Metrics and resampling of time series – for example: to change the frequency.
Calculating rolling and cumulative values for times series. Build a value-weighted stock index from actual stock data.

Fintech Applications (week 12)


• Armed with an understanding and appreciation of programming the learner shall be introduced to Big Data
programming paradigms such as Hadoop and Spark to appreciate how parallel storage and compute enable complex
analysis of financial data under the constraints of size and time. The learners will be exposed to cloud based Big
Data platforms such as Amazon’s Elastic Cloud Compute (EC2) and DataBricks’ Spark community edition.
Resources
Module physical resource requirements
Library search engine resources for literature review.
Software packages for data analysis – with appropriate number of licences.
Access to relevant financial data bases, for example: Bloomberg or Thomson Reuters

Reading lists and other information resources


Indicative Bibliography
Core
Title Author Publisher Published Edition
Python for Finance Yves Hilpisch O'Reilly Media 2014
Python for Finance Yuxing Yan Packt 2017 2nd

Supplemental
Title Author Publisher Published Edition

Other Resources
Quant Platform — By The Python Quants Group (http://pqp.io/)
DataCamp – online learning for programming and machine learning
Machine Learning for Trading (Udacity) https://www.udacity.com/course/ud501

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