ICM142-Programming for Finance

Module Provider: ICMA Centre
Number of credits: 10 [5 ECTS credits]
Terms in which taught: Spring term module
Non-modular pre-requisites:
Modules excluded:
Module version for: 2017/8

Module Convenor: Dr Andreas Chouliaras

Email: a.chouliaras@icmacentre.ac.uk

Summary module description:
The objective is to introduce the students to programming and its usage for data processing and finance. It deals with how to write programming code, process files, receive input and provide output. Students who complete this course will be able to write programming code in Python, process files, input, output and manage data. Furthermore, students will be able to read and write to Excel and CSV files, connect to databases, obtain and process data from the Web, as well as use Python for Finance and Econometrics applications.


Assessable learning outcomes:
By the end of the module, it is expected that students will be able to:
• Write programming code in Python
• Programmatically process files
• Receive input and produce output
• Programmatically read from and write to Excel and CSV files
• Connect to databases
• Get and process data from the Web using Python
• Use Python for Quantitative, Finance and Econometrics applications

Additional outcomes:
The module also aims to enable students to apply what they learn in classroom by using programming tools to conduct a quantitative project in Finance, which makes use of financial data and programming techniques.

Outline content:
• Introduction to Programming with Python
• Reading from and writing to files
• Python and Excel/CSV files
• Python and databases
• Python and data from the Web
• Python and Finance/Econometrics

Brief description of teaching and learning methods:
Lectures will combine a theoretical framework and practical programming applications. Students will be able to directly apply what is being taught, as well as conduct quantitative assignments. There will be six 2-hour lectures and six 1-hour seminars.

Contact hours:
  Autumn Spring Summer
Lectures 12
Seminars 6
Guided independent study 82
Total hours by term 100.00
Total hours for module 100.00

Summative Assessment Methods:
Method Percentage
Project output other than dissertation 100

Other information on summative assessment:
-A quantitative/programming project will constitute 100% of the total final assessment mark.

Formative assessment methods:

Penalties for late submission:
Penalties for late submission on this module are in accordance with the University policy. Please refer to page 5 of the Postgraduate Guide to Assessment for further information: http://www.reading.ac.uk/internal/exams/student/exa-guidePG.aspx

Length of examination:

Requirements for a pass:
50% final mark for the project.

Reassessment arrangements:
Re-submission of a project.

Additional Costs (specified where applicable):
1) Required text books: Python for Finance by Yuxing Yan, PACKT Publishing, ISBN-10: 1783284374, RRP: £27.99
2) Specialist equipment or materials:
3) Specialist clothing, footwear or headgear:
4) Printing and binding:
5) Computers and devices with a particular specification:
6) Travel, accommodation and subsistence:

Last updated: 31 March 2017

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