Магистратура 2025/2026

Методы работы с финансовыми данными

Статус: Курс по выбору (Стратегическое управление финансами фирмы)

Кто читает: Школа финансов

Когда читается: 1-й курс, 3 модуль

Охват аудитории: для своего кампуса

Язык: английский

Course Syllabus

Abstract

The course is devoted to building queries to unload financial data and writing programs in Python programming language for further processing and hypothesis testing. The unit on databases includes working with the Wind terminal through the MS Excel add-in and offloading financial data from Yahoo Finance, Fred, and the Kenneth French database. Data processing includes cleaning outliers, bringing tables with different financials to a standard format, and constructing benchmarks. Hypothesis testing utilizes standard econometric methods for large data sets and practice-oriented methods that include fundamental indexing and portfolio construction techniques.