FE 520 - Financial Lab:

Introduction to Python for Financial Applications

Fall 2017

Instructor
Instructor: Peter Lin, Ph.D.
Office Hour: By Appointment (Altofer 304)
Email: peter.lin@stevens.edu

Hour & Location

Live Session: Tuesday noon-12:50pm (Streaming through Blackboard Collaborate)

References
(Main)
Dive into Python, http://www.diveintopython.net
Python for Data Analysis, Wes McKinney, OReilly Media, 2012

(Optional)
Python 3 Object Oriented Programming, Dusty Phillips, Packt Publishing, 2010.
Python for Finance - Analyze Big Financial Data, Yves Hilpisch, OReilly Media, 2014

Grading
Quizzes (Weekly): 50%
On-campus students have to finish the quiz in class. Web-campus students can take it anytime during the week. Please
notice the timer starts when you enter the quiz.

Final Project: 15% Project Proposal 35% Final Presentation

There are only two requirements for the project: (i) you must use Python, (ii) project must be finance-related. You
are encouraged to use any online resources for your project. Please dont limit the scope within the few packages we
will introduce in class.

Class Schedule
Week 01 Installing Python and IPython Notebook Quiz 01
Week 02 Basic Python Language I Quiz 02
Week 03 Basic Python Language II Quiz 03
Week 04 Basic Python Language III Quiz 04
Week 05 NumPy Basics Quiz 05
Week 06 Getting Started with pandas Quiz 06
Week 07 Data Loading and Data Wrangling Quiz 07
Week 08 Plotting and Visualization Quiz 08
Week 09 Data Aggregation and Group Operations Quiz 09 and Project Proposal Due
Week 10 Time Series I Quiz 10
Week 11 Time Series II Quiz 11
Week 12 Financial and Economic Data Applications Quiz 12
Week 13 Final Presentation Student Recording
Week 14 Final Presentation Student Recording