Integrating Aspects of Asset Management

Brief description

The course includes advanced programming in Python, focusing on backtesting trading strategies and setting up live trading strategies on a server. It also covers Linux, server setup, and the use of interactive brokers. Additionally, the course offers an online certification in Machine Learning using SAS Viya, along with a course on utilizing the SAS Viya REST API with both Python and R.

Mode of delivery

face to face

Type

compulsory

Planned learning activities and teaching methods

Interactive course, consisting of lectures, group work, and self-study. Certification for SAS Viya and machine learning is also offered.

Assessment methods and criteria

This practical class has two components each counts for 50 points, in total 100 points. Self-study: SAS Viya online courses (50 points) Classroom teaching and group work for trading strategies and interactive brokers skills (50 points) The rules are outlined in the syllabus of each lecturer.

Prerequisites and co-requisites

Courses of the 2nd semester

Infos

Degree programme

Quantitative Asset and Risk Management (Master)

Cycle

Master

ECTS Credits

6.00

Language of instruction

English

Curriculum

Part-Time

Academic year

2025

Semester

3 WS

Incoming

Yes

Learning outcome

Upon successful completion of this course, students will be able to: • Demonstrate advanced proficiency in the Python programming language, with a focus on financial applications. • Develop, backtest, and implement trading strategies using Python, as well as optimize portfolios based on quantitative methods. • Apply knowledge of Linux and server configuration in financial settings, particularly in the integration with interactive brokerage systems. • Utilize SAS Viya software to perform data analysis, machine learning, and interact with REST APIs, effectively applying these tools to real-world financial scenarios.

Course code

0613-09-09-BB-EN-29

Integrating Aspects of Asset Management