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Data Science Tools for Finance
Course Syllabus: FINM 32900, Winter 2024
Homework 0: Setting up your computing environment
Week 1: Introduction
What is Data Science? Where does this course fit in?
What are Reproducible Analytical Pipelines?
Case Study: Is There A Reproducibility Crisis In Finance?
Homework 1
Rate Spikes in the Market for Repurchase Agreements
Week 2: Build Systems and Task Runners
Virtual Environments
What is a build system or task runner?
Project Structure
Homework 2
Case Study: Atlanta Fed Wage Growth Tracker
HW Guide: Wage Growth During the Recession
Week 3: Env Files, Secrets, Automating Queries, and the Basics of SQL
Introduction to WRDS
Example: Connecting to the WRDS Platform With Python
Env Files and the Separations of Settings from Code
Homework 3
HW Guide Part A: CRSP Market Returns Indices
HW Guide Part B: Replicate Fama-French 1993
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: Bloomberg and Social Coding with GitHub
The Bloomberg Terminal
GitHub Pull Requests: Enhancing Collaborative Development
Week 7: Reviewing Sphinx and Unit Tests
Week 8: GitHub Actions and Publishing a Live Dashboard
Creating a Live Dashboard Example with GitHub Actions
Homework 4
Final Project
List of Potential Final Projects
Appendix
Repository
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