Wednesdays 10:00-11:30 am EDT / 3:00-4:30 BST
Two Sessions - September 6 & 13, 2017
In this two part online series, this interactive course will introduce you to the ease and benefits of Python.
• Initiation of using Python and Excel
• Automate complex Excel task using Python
• Make sophisticated computations
• Make state of the art presentations
• Harness the calculating power of Python to serve Excel
• Dedicated time for Q&A
• Case studies
• 20 question skills assessment
• Personalized review of course two course projects (must be submitted within 4 weeks of the course).
Session 1, September 6: Installation
• Automate Excel with python
• Create a new spreadsheet and generate data
• Use an existing spreadsheet, access data, manipulate data within an Excel sheet: read, write, format, compute, graph data analysis using Python (pandas, numpy)
Session 2, September 13: Computations & Hands-on Training
• Use the huge computing capabilities of Python to make developments in Excel (UDF)
• Project1: Write an option pricer using Black Scholes
• Project2: Create a fund risk reporting using Excel and Python
System requirements: Windows. MS Excel, Python 3.5 with pandas, numpy, matplotlib, xlwings.
Fees: Registration includes digital copies of program materials, access to each live session, personalized review and feedback report on two course projects and access to the recorded sessions for 6 months. Course projects must be submitted within four weeks of the course to qualify.
About the Speakers
Principal at Fitzroy Capital Management, Mr. Galtier has over 15 years of experience in the alternative markets. As head of Alternative Managers at Credit Agricole U.S., Mr. Galtier designed structured products linked to hedge funds and successfully developed the U.S. alternative markets for Credit Agricole Americas. Prior to that, he was head of fund derivatives trading at Credit Agricole U.S., managing a book of derivatives and alternative investments. Mr. Galtier holds a B.S. in Theoretical Physics from the University of Montpellier, France, a M.A. in Mathematics applied to finance from University of Science of Paris and a M.A. in Finance from ESCP-EAP Paris.
Portfolio Manager at Fitzroy Capital Management. Mr. Buisson has over 20 years of experience in the Fixed Income and Currency Markets. Previously M.D., he was a Foreign Exchange option specialist covering clients such as Corporate and Financial Institutions. He conducted many data series analysis pertaining to market dynamics and to options pricing and is a heavy Python user. He has worked on the full integration of our computing tools at Fitzroy. As also an economist, Mr. Buisson worked on econometric models. Finally, he is also involved in machine learning applied to financial markets.