Python Financial Data Analysis
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Summary
This course combines classroom lectures with hands-on practice, introducing Python basic syntax, data structures, expressions, operations, control flow, functions, and modules from scratch, progressing from easy to difficult step by step, and integrating quantitative investment strategies for programming practice and detailed code explanation. It further introduces financial analysis tools, laying the foundation for students' future work in quantitative investment and financial analysis using Python.
This course is a specialized course built on finance, investment, fixed income securities, and financial engineering. It is of great significance for achieving the teaching objectives of the major and for students' future work in investment.
Editor's review
Who it's for
A good fit for
- Students in finance, investment, and related majors who need to combine programming with quantitative analysis
- Career changers with preliminary programming concepts who hope to enter the quantitative investment field and need scenario practice
- Financial practitioners who want to use Python for analysis and strategy backtesting and are seeking an entry path
- Learners taking a financial data analysis course who need accompanying hands-on examples and explanations
Not a good fit for
- Readers with no programming experience at all who are unwilling to invest time in hands-on practice will gain limited benefit
- Senior researchers seeking advanced quantitative models or complex machine learning methods; this book is more basic and introductory
- Readers who only want to understand financial theory and do not intend to write code; this book is centered on programming practice
Reading tips
- Read chapter by chapter while typing code in a local environment, completing the examples at least once per chapter before moving on
- First fill in basic concepts of finance and investment, then read the strategy practice sections, avoiding merely copying code
- Rewrite the strategy examples in the book as small exercises, such as changing data or adjusting parameters, and observe how results change
- When encountering errors, troubleshoot on your own first, then compare with the book's explanations; developing debugging habits is more important than memorizing syntax
About the publisher
China Financial Publishing House focuses on publishing books on finance, economics, politics and personal finance. Its library of 223 titles includes general histories such as A World Financial History: From Origins to the Formation of the Modern System and A World Financial History: Collisions and Changes of Systems, annual policy reports including China Financial Policy Report 2024 and China Financial Policy Report 2022, and thematic monographs such as Digital Currency: Concepts and Choices (Zhou Xiaochuan's Discussions and Q&A), On the Principal Contradictions of China's Financial System and the Capital Market, and Fiscal Management Systems, Local Governance and Economic Development. It also offers practical handbooks such as the Manual of Modern Commercial Bank Asset-Liability Management (2nd Edition). Authors such as He Liping, Wu Xiaoling, Lu Lei, He Haifeng, Ding Zhijie, Cao Li, Lü Yuan and He Jia form the content base. The publisher's characteristic is its close engagement with financial policy and market practice, combining theoretical review with operational guidance; public information on its series system and overall publishing plan is limited.
Contents
- 版权信息
- 本书编委会
- 序言
- 第一篇 基础概述
- 第1章 Python金融数据分析概述
- 1.1 Python与金融数据分析的契合
- 1.2 Python在金融数据分析中的重要用途
- 1.3 本章小结
- 第2章 Python在金融中的基本运用
- 2.1 数据结构在金融中的运用
- 2.2 运算符号在金融中的运用
- 2.3 函数在金融中的运用
- 2.4 语句在金融中的运用
- 2.5 公牛集团案例
- 2.6 本章小结
- 第二篇 数据处理与可视化
- 第3章 金融数据处理
- 3.1 金融数据的读写
- 3.2 金融数据基本统计分析
- 3.3 金融数据筛选与缺失值处理
- 3.4 金融数据整合与重塑
- 3.5 金融数据预处理与特征工程
- 3.6 本章小结
- 第4章 金融数据可视化
- 4.1 Matplotlib模块简介
- 4.2 曲线图
- 4.3 直方图
- 4.4 条形图
- 4.5 散点图
- 4.6 饼图
- 4.7 本章小结
- 第三篇 计量经济分析
- 第5章 线性回归模型及其Python应用
- 5.1 计量经济学简介
- 5.2 多元线性回归模型
- 5.3 违背经典假定的回归分析
- 5.4 Python实战案例:检验美国电力行业是否存在规模经济
- 5.5 本章小结
- 第6章 时间序列模型及其Python应用
- 6.1 时间序列分析基础
- 6.2 自回归移动平均模型(ARMA)
- 6.3 广义自回归条件异方差模型(GARCH)
- 6.4 Python实战案例:利用GARCH模型进行中国石油股票数据分析
- 6.5 本章小结
- 第7章 Python在金融计量中的应用
- 7.1 Python在CAPM模型中的应用
- 7.2 Python在Fama-French三因子模型中的应用
- 7.3 Python在金融风险管理中的应用
- 7.4 本章小结
- 第四篇 量化交易分析
- 第8章 期货交易基础策略及Python应用
- 8.1 期货套期保值策略
- 8.2 期货套利策略
- 8.3 期货投机策略
- 8.4 期货资产配置策略
- 8.5 螺纹钢期货跨期套利交易案例
- 8.6 本章小结
- 第9章 期货交易进阶策略及Python应用
- 9.1 网格交易策略
- 9.2 Dual Thrust策略
- 9.3 海龟交易策略
- 9.4 价格动量分析策略
- 9.5 本章小结
- 后记
FAQ
Can I learn this book with zero programming background?
What finance knowledge should I learn in advance?
Can the quantitative strategies in the book be used directly for live trading?
What level can I reach after finishing the book?
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About the author
Shen Peilong is a Chinese author about whom limited public information is available. What can be confirmed is that his writing relates to the professional field of financial data analysis, and the work held in the collection is Python Financial Data Analysis. Judging from its subject matter, the book is aimed at readers who wish to use Python tools to process financial data, and its content aligns with the practical, hands-on direction often found in exam-category books, suggesting that the author is familiar with how programming languages are applied in real financial settings. Because more detailed biographical materials are lacking, it is not possible to describe his educational background, professional experience, or research focus, nor to judge the specific position of his writing among similar books. Based only on the available work, the author's approach is practical, emphasizing the combination of programming skills with financial analysis tasks, and the book is suitable as a reference for beginners and for practice. Readers may treat it as an introductory text connecting Python programming with financial data processing, using concrete operations to understand the basic ideas of data organization, calculation, and presentation.
Li Xu, about whom limited public information is available, has written and compiled works spanning history, culture, finance and management, examinations, and architecture. In history and culture, he has produced several books on the Tea Horse Road, covering the legendary lives of the caravans, the routes from the Hengduan Mountains to the Qinghai-Tibet Plateau, and the interactions among the merchant firms of various ethnic groups along the way, combining factual narrative with humanistic concern. In finance and management, he has written illustrated guides and practical handbooks on financial statements and cashier work, introducing basic methods of preparation and analysis to beginning readers. He has also addressed listening and speaking training for the English retest of postgraduate entrance examinations. His writing generally aims at knowledge popularization and practical operation, presenting varied subjects in a clear and accessible manner.
Li Zhinan is a Chinese author about whom limited public information is available; the confirmable details mainly center on one work. The author's representative work is Python Financial Data Analysis, which falls under the common category of examination materials and is aimed at readers who need to use Python to handle financial data. Judging from the subject matter, the author focuses on combining programming tools with financial analysis, seeking to bring data-processing methods into financial scenarios and to help readers understand how to use code to complete analytical tasks. Owing to limited public information, Li Zhinan's educational background, professional experience, and research direction remain unclear, and only one work is included in the database, making it difficult to assess the full range of the author's writing style and long-term influence. Based on the available information, this work reflects the author's awareness of topics in financial data analysis and offers a reference text for relevant learners and exam candidates.
Public information about Liu Jianguo is limited, so his profile can only be sketched from the works published under his name. Four of his works are included here, covering a notably wide range of subjects: technical readings on history and archaeology such as Archaeological Surveying, Remote Sensing and GIS; works on industrial technology such as China's Transport Energy and Carbon Peaking; titles at the intersection of information technology and finance such as Python for Financial Data Analysis; and teaching materials such as an Experimental Guide to Basic Courses in Information Disciplines. His writing thus combines professional application with teaching practice, emphasizing methods, tools and real-world problems, and is aimed mainly at students and practitioners in the relevant fields. As his dates of birth and death, nationality, education and positions remain unknown, no speculation is offered here; the introduction is confined to an objective account of the subjects and orientations of his known works.