BFF5255 Investment analytics in Python
Faculty of Business and Economics
BFF5255 Investment analytics in Python is a level 5, 6-credit-point, postgraduate unit from the Faculty of Business and Economics, offered in 2023 in Semester 1 and Semester 2 at Caulfield. It has no prerequisites.
- Credit points
- 6
- Offered in 2023
- Semester 1, Semester 2
- Caulfield
- Assessment
- No exam
- 1 task
- Workload
- 144 hours
- per semester
The 2027 handbook has no page for BFF5255. This is its 2023 entry, the latest one.
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Requisites
Before BFF5255
No prerequisites or corequisites besides the enrolment rules below.
After BFF5255
No unit lists BFF5255 as a prerequisite in the 2023 handbook.
Enrolment rules
You must be enrolled in course B6001, B6003, B6004, B6005, S6001 to undertake this unit
Overview
This unit focuses on the quantitative techniques and skills required in investment analysis, portfolio construction and financial modelling on market data using Python. Topics covered will vary but may include Markowitz’s portfolio construction, Value-at-Risk, expected shortfall, factor investing, style analysis, portfolio insurance, backtesting and simulation models.
Offerings in 2023
| Teaching period | Campus | Mode |
|---|---|---|
| First semester | Caulfield | On campus |
| Second semester | Caulfield | On campus |
Assessment
- Within semester assessment100%
Learning outcomes
When you finish this unit, you should be able to:
- 1
gain a functional understanding of the Python programming language and its various libraries required for financial applications
- 2
write custom Python codes and build custom Python modules to analyse portfolios and backtest investment strategies
- 3
implement mean-variance optimal portfolios and construct the efficient frontier
- 4
develop skills to efficiently process and manipulate financial databases
- 5
apply critical thinking, problem solving and presentation skills to individual and/or group activities dealing with modelling in finance and demonstrate in an individual summative assessment task the acquisition of a comprehensive understanding of the topics covered in BFF5255.
Workload and teaching
- Seminars36 hours
- Teaching approachActive learning
Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. The unit requires on average three/four hours of scheduled activities per week. Scheduled activities may include a combination of teacher directed learning, peer directed learning and online engagement.
This unit engages you in actively applying your knowledge, skills and attributes in interactive, collaborative and reflective activities.
Learning resources
Required resources
You will need to be able to access a computer with Microsoft Excel in order to complete assessments in this unit.
Contacts
- Chief Examiners
- Dr Binh Do
Common questions
What are the prerequisites for BFF5255?
BFF5255 has no prerequisites, but enrolment rules apply.
When is BFF5255 offered?
In 2023, BFF5255 runs in Semester 1 and Semester 2 at Caulfield.
How much work is BFF5255?
The handbook expects about 144 hours of study across the semester. No students have rated its difficulty yet.
Does BFF5255 have an exam?
No. BFF5255 has 1 assessment task and no exam.