BFF5525 Quantitative and data analysis in Python
Faculty of Business and Economics
BFF5525 Quantitative and data analysis in Python is a level 5, 6-credit-point, postgraduate unit from the Faculty of Business and Economics, offered in 2024 in Semester 1 and Semester 2 at Caulfield. It has no prerequisites and unlocks 3 units.
- Credit points
- 6
- Offered in 2024
- Semester 1, Semester 2
- Caulfield
- Assessment
- No exam
- 1 task
- Workload
- 144 hours
- per semester
This is the 2024 handbook entry. See the 2027 entry.
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Requisites
Before BFF5525
Prohibitions
You can't enrol if you have passed any of these.
After BFF5525
3 units list BFF5525 as a prerequisite or corequisite.
Enrolment rules
You must be enrolled in B6003, B6014, B6038, B6039, B6043, B6048, B6051 or B6060 to undertake this unit.
Overview
This unit develops advanced foundational skills in quantitative and data analysis for financial applications using Python as the programing language. Content is organised into 2 sections: introduction to Python and quantitative investment analysis. In the former, you will be introduced to Python and its core libraries for financial applications such as NumPy and Pandas - no prior knowledge in Python or programming is required. In the latter, you will refresh your knowledge on probability and statistics and develop hands-on skills in financial data processing and visualisation, performing correlation and regression, time series analysis, simulation analysis and portfolio construction.
Offerings in 2024
| Teaching period | Campus | Mode |
|---|---|---|
| First semester | Caulfield | Flexible |
| Second semester | Caulfield | Flexible |
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 financial data and investment strategies.
- 3
develop a confident knowledge of fundamental concepts in probability, statistics and mathematics relevant in quantitative investment analysis
- 4
develop skills to efficiently process and manipulate financial databases
- 5
perform various financial analyses and implement quantitative models in investment strategies
- 6
apply critical thinking, problem solving and presentation skills to individual and/or group activities dealing with quantitative and data analysis in an individual summative assessment task the acquisition of a comprehensive understanding of the topics covered in this unit.
Workload and teaching
- Seminars24 hours
- Tutorials12 hours
- Teaching approachProblem-based learning
- 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. You are expected to complete all pre-class activities prior to your scheduled class, and post-class activities should be completed after your scheduled class. Learning activities may include a combination of teacher directed, peer directed and online engagement activities.
This unit includes problem-based learning approaches, where you engage in research, integrate theory and practice and apply knowledge and skills to develop viable solutions in response to a problem or set of problems.
This unit engages you in actively applying your knowledge, skills and attributes in interactive, collaborative and reflective activities.
Contacts
- Chief Examiners
- Dr Binh Do
Common questions
What are the prerequisites for BFF5525?
BFF5525 has no prerequisites, but enrolment rules apply.
What can I take after BFF5525?
BFF5525 is a prerequisite or corequisite for 3 units, including BFF5300, BFF5370 and BFF5555.
When is BFF5525 offered?
In 2024, BFF5525 runs in Semester 1 and Semester 2 at Caulfield.
How much work is BFF5525?
The handbook expects about 144 hours of study across the semester. No students have rated its difficulty yet.
Does BFF5525 have an exam?
No. BFF5525 has 1 assessment task and no exam.