Examine financial markets and stock/crypto data in depth with Python. Gain the skills to build time series analyses, portfolio optimization, risk metrics and algorithmic strategies.
Start the application process to join the program focused on Python, Pandas and finance libraries.
The 24-hour program moves from financial data sources to time series, from risk metrics and portfolio optimization to technical indicators, backtesting and financial dashboard design.
Fetching data with yfinance, stock/crypto APIs and Pandas.
Price movements, volatility, moving averages and trend analysis.
The Sharpe ratio, Maximum Drawdown, VaR and Markowitz portfolio theory.
Calculating RSI, MACD and Bollinger Bands, and generating signals.
Testing trading strategies on historical data.
Building an interactive financial analysis dashboard with Streamlit.
Get direct information about the class schedule, attendance format, project structure and program scope.
Turn the concepts you learn into technical, practical skills you can use in real scenarios.
Pull and clean stock, crypto and currency data with yfinance and APIs.
Run daily/cumulative return, moving average and standard deviation analyses.
Calculate Sharpe, Sortino, Maximum Drawdown and VaR values.
Write functions that generate signals with RSI, MACD and Bollinger Bands.
Test strategies on historical data and report the results on a Streamlit dashboard.
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