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Financial Engineering and Artificial Intelligence in Python (Udemy.com)

Financial Analysis, Time Series Analysis, Portfolio Optimization, CAPM, Algorithmic Trading, Q-Learning, and MORE!

Created by: Lazy Programmer Team

Last updated March 2026

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What you will 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

How it compares

Against the other 376 rated Udemy courses in Finance & Accounting on CourseDuck:

  • Rating4.7 out of 5higher than 87% of them
  • Reviews2,294#63 of 377 by number of reviews
  • Length21.8 hourslonger than 90% of them
  • Last updatedMarch 2026more recently than 67% of them

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Course Description

Have you ever thought about what would happen if you combined the power of machine learning and artificial intelligence with financial engineering?

Today, you can stop imagining, and start doing.

This course will teach you the core fundamentals of financial engineering, with a machine learning twist.

We will cover must-know topics in financial engineering, such as:

  • 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)

In addition, we will look at various non-traditional techniques which stem purely from the field of machine learning and artificial intelligence, such as:

  • Regression models

  • Classification models

  • Unsupervised learning

  • Reinforcement learning and Q-learning

***VIP-only sections (get it while it lasts!) ***

  • Algorithmic trading (trend-following, machine learning, and Q-learning-based strategies)

  • Statistical factor models

  • Regime detection and modeling volatility clustering with HMMs

We will learn about the greatest flub made in the past decade by marketers posing as "machine learning experts" who promise to teach unsuspecting students how to "predict stock prices with LSTMs". You will learn exactly why their methodology is fundamentally flawed and why their results are complete nonsense. It is a lesson in how not to apply AI in finance.

As the author of ~30 courses in machine learning, deep learning, data science, and artificial intelligence, I couldn't help but wander into the vast and complex world of financial engineering.

This course is for anyone who loves finance or artificial intelligence, and especially if you love both!

Whether you are a student, a professional, or someone who wants to advance their career - this course is for you.

Thanks for reading, I will see you in class!


Suggested Prerequisites:

  • Matrix arithmetic

  • Probability

  • Decent Python coding skills

  • Numpy, Matplotlib, Scipy, and Pandas (I teach this for free, no excuses!)


WHAT ORDER SHOULD I TAKE YOUR COURSES IN?:

  • Check out the lecture "Machine Learning and AI Prerequisite Roadmap" (available in the FAQ of any of my courses, including the free Numpy course)


UNIQUE FEATURES

  • 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

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Instructor Details

Lazy Programmer Team

The Lazy Programmer is a seasoned online educator with an unwavering passion for sharing knowledge. With over 10 years of experience, he has revolutionized the field of data science and machine learning by captivating audiences worldwide through his comprehensive courses and tutorials.


Equipped with a multidisciplinary background, the Lazy Programmer holds a remarkable duo of master's degrees. His first foray into academia led him to pursue computer engineering, with a specialized focus on machine learning and pattern recognition. Undeterred by boundaries, he then ventured into the realm of statistics, exploring its applications in financial engineering.


Recognized as a trailblazer in his field, the Lazy Programmer quickly embraced the power of deep learning when it was still in its infancy. As one of the pioneers, he fearlessly embarked on instructing one of the first-ever online courses on deep learning, catapulting him to the forefront of the industry.


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Reviews

4.7

2,294 ratings on Udemy

Select a bar to show only those reviews.Select the bar again to show every rating.

By Iam on 5/18/2024

I have the following feedback: (1) I believe the course should have laid out clearly how to apply the algorithms covered to new data. I wanted to ask the question in the QA but I found a similar question and the instructor answer was by pointing to the summary section. I watched the summary section fully and there was no direct answer the question. At least one example should have been provided. (2) The application of PCA was not clarified at all other than the instructor said it gives credence to CPAM. Is that it? (3) Overall it is a good course that could have been much better if not for the two points above.

By Fred A on 7/27/2023

In 21 hours of instruction you'll gain 210 hours of knowledge. tl;dr: IMHO this course is a comprehensive high-level study of the three types of machine learning taught through concept and practice. The instructor is masterfully straightforward and logical. He builds on each lesson without waste and in a manner that keeps you engaged. If you have a question, it is answered in hours, not days. Note: you will not learn how to predict the future Again, in my opinion, if you want to get the most from this course, you should have a very good understanding of statistics and algebra and to a lessor degree the stock market. The stock market serves more as a medium for learning, than for a way to predict the future of stock prices. You should have some programming experience, although the instructor goes through the code line by line, being able to code will save you a ton of time and help you to understand how the math is applied. After finishing this course I was able to immediately apply what I learned to problems I face at work. It gave me tools to uncover hidden gems of information that is buried amount a massive amount of time series data we collect.

By Daniel Gellman on 6/5/2023

Overall great course - the instructor's knowledge is superb, and you can tell he really knows his stuff. I would have liked to have gotten more out of the course overall. While the breadth and detail of each subject were phenomenal, I feel I am still missing how they tie together in an effort to make a trading bot or something of the like. I'm not looking to "get rich quick" but more to understand what it takes to make something of that scale and how it can apply to the average person to optimize better than elsewhere. In fairness to the above - I am definitely NOT in the math-heavy camp and will be going through this course 2-3 more times before I understand the concepts completely; maybe it will click better. If you have any sections/suggestions of what to re-review to understand better why to use certain techniques over others or what certain techniques accomplish to a more layperson, I would be most appreciative.

By Dezoray Foote on 5/23/2022

Coming into this course I was completely off the mark about what it actually means to use machine learning and automated trading. I had delusions about how complicated it would really be to implement something that can manage to turn a profit. These lessons set me straight and gave me a wonderful foundation to begin looking at this from a fresh and more realistic perspective. A warning, you may find yourself initially disappointed when you are forced to confront the reality behind artificial intelligence as it applies to prediction of stock movements. Please do yourself a favor and try to stick it out to the end. I promise that the information and the resulting shift in view is well worth whatever initial discomfort may be experienced by being told it isn't as simple as many claim.

By Stefano Rossetto on 5/18/2021

Time for a review even if I did not finish the course yet. Long story short: one of the most deserved 5 stars I've ever assigned to a course here in Udemy. The teacher walks you through the topics easily, but this does not compromise the in-depth moments of theory and practice. It is a very thorough introduction to the world of algorithmic trading and trading strategies in general and the multiple recalls to machine learning are really appreciated.

By Anonymized User on 4/14/2021

I love how the reasoning is done even tho I don't have any math background. I've already learned a lot. My improvement idea for future courses: If the theory is hard, It's much easier to understand (for me) to go back and watch it once again after the coding. So some kind of floating reminder of the theory would be great during coding or something that brings them closer. (similar: put code snippets next to math equations) I'm quite good at coding so this is why I see things like this.

By Terry B on 2/13/2021

Je suis au milieu du cours, je suis époustouflé par l'énorme quantité de connaissances accumulées. J'ai déja commencé a appliquer les concepts pour mes projets personnels. You can be sure that this course is given by a master of the field because it use the logarithmic returns to analyze the market contrary to almost all the courses on this subject (even given by pros and supposedly PhD's). Close your eyes and take this course guys.

By Jeremy Olea on 1/8/2021

This course is absolutely amazing! It is fantastic value for money and easily the best course on the subject that I've found. I would enthusiastically recommend this course to anyone thinking about learning financial analysis and financial engineering. I've completed the whole course, including the VIP portions, and I can say with certainty that, from beginning to end, it is extraordinary. You'll be amazed at what you'll be able to do after a short period of time.

By Anders Albert on 12/6/2020

This is my 9th course by the Lazy Programmer and 71th on Udemy. The lazy programmer is solidfying his position as the best instructor of machine learning courses I have taken. Even this course, which is more focused on domain than technical details, he manage to give a solid technical explanation. Even though I have no special interest in finance, I found, in particular, the time series analysis and forecasting is very useful for other domains as well. Thanks for another great course with solid in-depth explanations as well as lots of examples.

By Laurent Pautet on 9/24/2020

Great for the first 6 sections, RL applied to finance would definitely deserves to have a better coverage. Also, was expecting a little bit more on the AI/DL side. Otherwise very good.

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Overall Score : 94 / 100