Quantitative Finance & Algorithmic Trading in Python (Udemy.com)

Stock market, Markowitz-portfolio theory, CAPM, Black-Scholes formula, value at risk, monte carlo simulations, FOREX

( 129 Reviews )

Created by: Holczer Balazs

Produced in 2021

What you will learn

Understand stock market fundamentals
Understand the Modern Portfolio Theory
Understand the CAPM
Understand stochastic processes and the famous Black-Scholes mode
Understand Monte-Carlo simulations
Understand Value-at-Risk (VaR)

Quality Score

Content Quality

Video Quality

Qualified Instructor

Course Pace

Course Depth & Coverage

Overall Score : 80 / 100

Course Description

This course is about the fundamental basics of financial engineering. First of all you will learn about stocks, bonds and other derivatives. The main reason of this course is to get a better understanding of mathematical models concerning the finance in the main. Markowitz-model is the first step. Then Capital Asset Pricing Model (CAPM). One of the most elegant scientific discoveries in the 20th century is the Black-Scholes model: how to eliminate risk with hedging. Nowadays machine learning techniques are becoming more and more popular. So you will learn about regression, SVM and tree based approaches.
IMPORTANT: only take this course, if you are interested in statistics and mathematics!!!
Section 1:
installing Pythonstock market basicsSection 2:
what are bondshow to calculate the price of a bondSection 3:
what is modern portfolio theory (Markowitz-model)efficient frontier and capital allocation linesharpe ratioSection 4:
what is capital asset pricing model (CAPM)beta value and market riskSection 5:
derivatives basicsoptions (put and call options)random behaviourstochastic calculus and Ito's lemmabrownian motionBlack-Scholes modelSection 6:
what is value at risk (VaR)Monte-Carlo simulationSection 7:
machine learning in financehow to forecast future stock pricesSVM, k-nearest neighbor classifier and logistic regressionSection 8:
long term investing (the Warren Buffer way)efficient market hypothesisThanks for joining my course, let's get started!
Who this course is for:
Anyone who wants to learn the basics of financial engineering!

Time: 5h

Instructor Details

Holczer Balazs

4.0 Rating
129 Reviews

Hi!
My name is Balazs Holczer. I am from Budapest, Hungary. I am qualified as a physicist. At the moment I am working as a simulation engineer at a multinational company. I have been interested in algorithms and data structures and its implementations especially in Java since university. Later on I got acquainted with machine learning techniques, artificial intelligence, numerical methods and recipes such as solving differential equations, linear algebra, interpolation and extrapolation. These things may prove to be very very important in several fields: software engineering, research and development or investment banking. I have a special addiction to quantitative models such as the Black-Scholes model, or the Merton-model.
Take a look at my website if you are interested in these topics!

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129 total reviews

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By Mizamo Mjekula on 12/20/2020

I hope the course does not assume that we have prior knowledge of python. Otherwise content and delivery are perfect for the time being.

By Stanley Lee on 10/3/2020

Concepts lack explanation. Example are also a bit too simple.

By Samuel Groth on 9/27/2020

Good content. The slides could be a bit neater and with fewer errors.

By Joo de Almeida Neto on 9/18/2020

Really good course, goes to the main subjects

By Cobus Myburgh on 9/17/2020

Good match. Cant wait to get into the real stuff now

By Inaara Kheraj on 9/13/2020

The content is delivered very well and it seems like a very good introduction to Fin Engineering!! I am taking that class in college next semester and I think this course will help me immensely!

By Nicolas Vallejo on 9/7/2020

I consider that it was just information from a theory class, no examples of real life shown. i was expecting more.

By Henry Broomfield on 8/25/2020

Some maths issues, but gave a good intro into some of this stuff and was a good start

By Michael Sena on 8/20/2020

Probably could do with an update in a few areas. "IMPORTANT UPDATES" is out of date, as the package mentioned isn't required anymore. I also had to install libraries the "IMPORTANT UPDATES" page imports. I think you should assume a vanilla installation, and add an environment setup section.

By Tim Urista on 8/15/2020

Good information enjoyed the hands-on approach and coding examples. Would have appreciated more on the options/trading side.

By Ellie Biessek on 8/7/2020

This course is full of mathematical errors! The guy doesn't even understand the difference between natural logarithm (base e) and log (base 10). In one line he is using notation x(t) as amount today, but few lines later the same notation is used for the amount tomorrow. I can understand his strong Hungarian accent (although you have to focus to do that) but no one even seem to care about correcting spelling mistakes. And the reason that he doesn't go in depth with the concepts seem to be that he doesn't understand them fully himself.

By Kangmin Tan on 8/6/2020

There are mistakes in the explanation. And some key math concepts are not explained well. The theory behind implementation is sketchy and not well-explained. More explanation needed. Sometimes it even seems like you didn't implement the code by yourself.