sindarknave / efm-2014-2015

EFM 2014-2015

Economic and Financial Modeling Club

Github Repo for the Economic and Financial Modeling Club 2014-2015 University of Chicago

Managed by Jason Phang

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Fall 2014

Week 2: Introduction, Diagnostic Test

Week 3: Intro to Python

Week 4: More Python (IPython Notebooks, Plotting). IPYNB Assignment

Week 5: Portfolio Theory IPYNB Assignment

Week 6: CAPM

Week 7: VaR

Week 8: Pandas, round-up

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Winter 2015:

Week 2: Admin Stuff (Slides not uploaded)

Week 5: Web Scraping [Notes] [NBER Example] [Time Schedules Example]

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Spring 2015:

Meetings: Wednesdays 4.30-5.30pm, RY-276

• Week 3: Admin, Competitions [Slideshow]

• Week 4: BOE Data Cleaning: [Notebook]
  Save the last spreadsheet of the [Inflation data] as nop.csv in the same folder first.

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Other IPython Notebooks:

0. Before we start
1. Python Basics
2. Libraries and Plotting
3. NumPy and SciPy