Courses

Big data tools for portfolio management

  • Training in banking and finances
  • 22-23 November 2018

Tutors





IMPORTANCE OF THE TOPIC​

The vast proliferation of data and increasing technological complexities continue to transform the way industries operate and compete. Financial services, in particular, have widely adopted big data analytics intending to inform better investment decisions with consistent returns.

This seminar provides useful tools for practitioners to manage big datasets and apply big data analytics with two widely-used programing languages: VBA and Python. Participants will develop their own automated trading strategies and utilize neural network methodologies to clone their portfolios and use the clones as benchmarks.

CONTENT

Learn how to use big data tools to build and/or benchmark your current portfolios. This seminar involves Python and VBA programming.

OBJECTIVES

  • Applying tools to create and backtest automated trading strategies in Python
  • Applying tools to build tailored portfolio benchmarks

TARGET GROUPS

  • Trusts
  • Family offices
  • Wealth managers
  • Investment companies
  • Private - and Regional Banks

STRUCTURE
 

MODUL 1: BIG DATA WITH VBA
Introduction to Visual Basic for Applications (VBA): analysis and
visualization, real-time data streaming.

MODUL 2: FINANCIAL ANALYTICS WITH PYTHON
Introduction to the Python language and libraries, like IPython,
NumPy and Pandas. Combining Python with Excel. Learn how
to replace and complement VBA by Python. Write User Defined
Functions to bring financial analytics with Excel to the next level.

MODUL 3: FLEXIBLE BACKTESTING
Advanced time series management, backtesting and implementation
of automated trading strategies in Python.

MODUL 4: INDEX TRACKING WITH NEURAL NETWORKS
Index tracking, portfolio tracking with Neural Networks. Learn how to
track a portfolio with few stocks and low validation error. Optimization
of the trackers: seeking diversification and outperformance during
periods of drawdowns.

DURATION

Two-day course.


MORE INFORMATION:

Lívia Nagy
education organizer
+36 20 391 9445
nagy.livia@bib-edu.hu



Application deadline



Dates



Course fee

  • 249.000 Ft + 27% ÁFA




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