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ICM406: Programming for Finance
Module code: ICM406
Module provider: ICMA Centre; Henley Business School
Credits: 20
Level: 7
When you'll be taught: Semester 1
Module convenor: Dr Vu Tran, email: v.tran@icmacentre.ac.uk
Pre-requisite module(s): Students are expected to have completed the 'Future of Work: Coding with Python for Business and Finance' pre-entry module before they start this module (Open)
Co-requisite module(s):
Pre-requisite or Co-requisite module(s):
Module(s) excluded:
Placement information: NA
Academic year: 2024/5
Available to visiting students: No
Talis reading list: No
Last updated: 19 November 2024
Overview
Module aims and purpose
This module introduces students to programming in finance. Programming skills are among the most desired in today鈥檚 data driven business landscape. Python and SQL languages have become an industry standard and are widely used to produce innovative financial products and services. Common applications include big data analysis and manipulation, algorithmic trading, portfolio analysis, and machine learning algorithms.聽聽
Students who complete this course should be able to write programming functions in Python, process data files including reading, modifying and writing data to external files; to connect to databases and to obtain and process data from the Web, as well as, to use Python for Finance applications including developing trading strategies, and back-testing with historical data, estimate risk measurements, and evaluate the performance of the strategies.聽聽
Students are expected to have completed the 鈥淔uture of Work: Coding with Python for Business and Finance鈥 pre-entry module before they start this module.聽
Module learning outcomes
By the end of the module, it is expected that students will be able to:聽
1. Demonstrate an appropriate academic knowledge of the fundamental concepts in Python programming and its applications in Finance, including (i) applying programming fundamental paradigms object-oriented programming (OOP), divide-and-rule technique; (ii) collecting large amount of data from different sources; (iii) writing Python codes for Investments, Risk Management and Finance applications.聽聽
2. Analyse and handle datasets including from various online platforms, social media datasets and others;聽
3. Apply and evaluate leading-edge practices in Investments, Risk Management and Finance.聽 聽
Module content
- Fundamentals of Python and object-oriented programming聽 聽
- Data science basics: NumPy and Pandas packages聽聽
- Input / Output operations and excel integration聽 聽
- Data management and visualisation聽
- Big data, relational databases, and Structural Sequence Languages (SQL)聽聽
- Big data management with integrated Structural Sequence Languages (SQL) in Python聽
- Mathematical tools and statistics 鈥 Portfolio optimisation聽聽
- Monte Carlo simulations聽聽
- Risk measurements in Python聽
- Python and systematic trading 鈥 Incorporating signals and technical indicators聽
Structure
Teaching and learning methods
Lectures will combine theoretical frameworks as well as the practical aspects of Python programming and relevant applications. Students will directly apply what they are being taught during seminars. In-person teaching will be supplemented with digital learning such as online Q&A sections, discussion boards, polling and video recordings.
Study hours
At least 30 hours of scheduled teaching and learning activities will be delivered in person, with the remaining hours for scheduled and self-scheduled teaching and learning activities delivered either in person or online. You will receive further details about how these hours will be delivered before the start of the module.
聽Scheduled teaching and learning activities | 聽Semester 1 | 聽Semester 2 | 听厂耻尘尘别谤 |
---|---|---|---|
Lectures | 20 | ||
Seminars | 10 | ||
Tutorials | |||
Project Supervision | |||
Demonstrations | |||
Practical classes and workshops | |||
Supervised time in studio / workshop | |||
Scheduled revision sessions | |||
Feedback meetings with staff | |||
Fieldwork | |||
External visits | |||
Work-based learning | |||
聽Self-scheduled teaching and learning activities | 聽Semester 1 | 聽Semester 2 | 听厂耻尘尘别谤 |
---|---|---|---|
Directed viewing of video materials/screencasts | 10 | ||
Participation in discussion boards/other discussions | 10 | ||
Feedback meetings with staff | |||
Other | |||
Other (details) | |||
聽Placement and study abroad | 聽Semester 1 | 聽Semester 2 | 听厂耻尘尘别谤 |
---|---|---|---|
Placement | |||
Study abroad | |||
聽Independent study hours | 聽Semester 1 | 聽Semester 2 | 听厂耻尘尘别谤 |
---|---|---|---|
Independent study hours | 150 |
Please note the independent study hours above are notional numbers of hours; each student will approach studying in different ways. We would advise you to reflect on your learning and the number of hours you are allocating to these tasks.
Semester 1 The hours in this column may include hours during the Christmas holiday period.
Semester 2 The hours in this column may include hours during the Easter holiday period.
Summer The hours in this column will take place during the summer holidays and may be at the start and/or end of the module.
Assessment
Requirements for a pass
50% weighted average mark聽
Summative assessment
Type of assessment | Detail of assessment | % contribution towards module mark | Size of assessment | Submission date | Additional information |
---|---|---|---|---|---|
In-class test administered by School/Dept | Test | 40 | 1-hour | Week 5 of Semester 1 | Test combines Multiple choice questions and Coding challenges |
Written coursework assignment | Individual project | 60 | 2,000 words | Week 2-3 of Assessment Period in Semester 1 | Individual project |
Penalties for late submission of summative assessment
The Support Centres will apply the following penalties for work submitted late:
Assessments with numerical marks
- where the piece of work is submitted after the original deadline (or any formally agreed extension to the deadline): 10% of the total marks available for that piece of work will be deducted from the mark for each working day (or part thereof) following the deadline up to a total of three working days;
- the mark awarded due to the imposition of the penalty shall not fall below the threshold pass mark, namely 40% in the case of modules at Levels 4-6 (i.e. undergraduate modules for Parts 1-3) and 50% in the case of Level 7 modules offered as part of an Integrated Masters or taught postgraduate degree programme;
- where the piece of work is awarded a mark below the threshold pass mark prior to any penalty being imposed, and is submitted up to three working days after the original deadline (or any formally agreed extension to the deadline), no penalty shall be imposed;
- where the piece of work is submitted more than three working days after the original deadline (or any formally agreed extension to the deadline): a mark of zero will be recorded.
Assessments marked Pass/Fail
- where the piece of work is submitted within three working days of the deadline (or any formally agreed extension of the deadline): no penalty will be applied;
- where the piece of work is submitted more than three working days after the original deadline (or any formally agreed extension of the deadline): a grade of Fail will be awarded.
The University policy statement on penalties for late submission can be found at: /cqsd/-/media/project/functions/cqsd/documents/qap/penaltiesforlatesubmission.pdf
You are strongly advised to ensure that coursework is submitted by the relevant deadline. You should note that it is advisable to submit work in an unfinished state rather than to fail to submit any work.
Formative assessment
Formative assessment is any task or activity which creates feedback (or feedforward) for you about your learning, but which does not contribute towards your overall module mark.
Reassessment
Type of reassessment | Detail of reassessment | % contribution towards module mark | Size of reassessment | Submission date | Additional information |
---|---|---|---|---|---|
Written coursework assignment | Individual project | 100 | 2,000 words | During the University resit period | Individual Project |
Additional costs
Item | Additional information | Cost |
---|---|---|
Computers and devices with a particular specification | A computer with at least 8Gb RAM is recommended | |
Required textbooks | Recommended book: Yves Hilpisch (2019) Python for Finance: Mastering Data-Driven Finance 2nd Edition | 拢37.25 |
Specialist equipment or materials | ||
Specialist clothing, footwear, or headgear | ||
Printing and binding | ||
Travel, accommodation, and subsistence |
THE INFORMATION CONTAINED IN THIS MODULE DESCRIPTION DOES NOT FORM ANY PART OF A STUDENT'S CONTRACT.