Python for Finance (MaBDA)

This is a mini-course introduction to financial applications in Python for the LUISS Business School Master in Big Data Analytics. The course has a strong focus on data analytics and will also provide an introduction to the use of Python.

The main reference for the Python examples is Yves Hilpisch, Python for Finance: Analyze Big Financial Data (2015) (the latest edition is from 2019 with a slightly modiefied tititle "Mastering Data-Driven Finance").

  • Topic 1: A primer on data visualization with Python matplotlib.

  • Topic 2: A primer on working with the dataframe class with Python pandas and financial time series.

    • Python notebook: using dataframes with pandas.

    • Basic stylized facts from financial time series [pdf].

  • Topic 3: Mathematical tools for finance

  • Topic 4: Portfolio optimization

  • Topic 5:

Links to data for in-class applications:

  • Bob Shiller data [link]

  • Data on different asset classes [link]