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Full Stack Quantitative Finance - Home
  • Full Stack Quantitative Finance
  • Course Syllabus: FINM 32900, Winter 2025
  • Acknowledgments
  • Appendix

Lectures 📖

  • Week 1: GitHub, GitHub Classroom, and Virtual Environments
    • What is Full Stack Quantitative Finance? Why This Course?
    • What are Reproducible Analytical Pipelines?
    • Case Study: Is There A Reproducibility Crisis In Finance?
    • Virtual Environments
  • Week 2: Env Files and Secrets
    • Introduction to WRDS
    • Example: Connecting to the WRDS Platform With Python
    • Env Files, Secrets, and the Separations of Settings from Code
  • Week 3: Task Runners, Automating Queries, and the Basics of SQL
    • What is a build system or task runner?
    • Project Structure
    • Basics of SQL
  • Week 4: Generating Reports, featuring Jupyter Notebooks and LaTeX
    • Reports with Jupyter Notebooks
    • Introduction to LaTeX
    • LaTeX Essentials
  • Week 5: Unit Tests and Documentation with Sphinx
    • Sphinx
    • Unit Tests
  • Week 6: Python Package Development and Social Coding with GitHub
    • GitHub Issues and Pull Requests: Enhancing Collaborative Development
    • Writing and Publishing Your Own Python Packages
  • Week 7: Bloomberg and LSEG Datastream
    • The Bloomberg Terminal
    • LSEG Datastream
  • Week 8: Web Authentication and Authorization
    • Case Study: Hedging Oil Price Exposure As An E&P
    • Case Study: Hedging A Long-Only SPX Portfolio With Costless Collars
    • Web Authentication and Authorization
  • Week 9: GitHub Actions and Publishing a Live Dashboard
    • Creating a Live Dashboard Example with GitHub Actions
    • Introduction to LaTeX
    • LaTeX Essentials

Homework 📝

  • Homework 0
  • Homework 1
    • Case Study: Atlanta Fed Wage Growth Tracker
    • HW Guide: Wage Growth During the Recession
  • Homework 2
    • HW Guide Part A: CRSP Market Returns Indices
    • HW Guide Part B: Reconstructing the S&P 500 Index
  • Homework 3
    • HW Guide Part A: Replicate Fama-French 1993
  • Homework 4
    • CRSP Treasury Data Oveview
    • Replicating the Gürkaynak, Sack, and Wright (2006) Treasury Yield Curve
  • Homework 5
  • Final Project
    • Final Project Instructions and Rubric
    • List of Potential Final Projects
  • Repository
  • Open issue
  • .md

Appendix

Contents

  • Setting up Python and Visual Studio Code

Appendix#

Setting up Python and Visual Studio Code#

  • Please watch this video and pay attention to the Python Interactive Window at the end: https://www.youtube.com/watch?v=mpk4Q5feWaw

  • This additional video is also useful, but is less relevant to data scientists: https://www.youtube.com/watch?v=PwGKhvqJCQM

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Acknowledgments

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Week 1: GitHub, GitHub Classroom, and Virtual Environments

Contents
  • Setting up Python and Visual Studio Code

By Jeremiah Bejarano

© Copyright 2025, Jeremiah Bejarano.