SQL for Financial Engineering

SQL in Financial Engineering (Optimize SQL data handing in VBA/R/MATLAB)

Introduction:

SQL, which is an abbreviation for Structured Query Language, is a language to request data from a database, to add, update, or remove data within a database, or to manipulate the metadata of the database.

SQL is a declarative language in which the expected result or operation is given without the specific details about how to accomplish the task. The steps required to execute SQL statements are handled transparently by the SQL database. Sometimes SQL is characterized as non-procedural because procedural languages generally require the details of the operations to be specified and writing data to file systems.

Course Objective:

  • After this course, you can enhance your chances to crack Sql
  • Learn about the constrains and the solutions of handling Sql

Course Highlights:

  1. Sensitization to SQL Data Analytics and trends. Requires no knowledge of programming or database.
  2. How to make queries your own setup of SQL Database and other scripts. Introduction to calling SQL from VBA, MATLAB and R
  3. Playing with missing data is the most important things and for that I will show five important commands. Missing data types: NaN, blank, 0 and how they are used.
  4. Contains right blend of learning and practice (Ratio 6:4).Highly flexible and tailored as per needs of individual based on his preferred choice of investment theme
  5. The more your reduce data before pulling the easier it would be do the computation. Utility functions for data cleaning, data ready for charting, avoiding looping, error handling will be explained.
  6. Essential Aggregate command, sub-TABLE, VIEWS and PIVOT. Exploring applications in Equity and CMBS (for linking all properties linked) Fixed Income Analytics.
  7. Optional: Data Prep for using SQL for Regression, clustering, Charting, Monte Carlo Simulation, Map Objects for Financial Modelling. Storing Monte Carlo Paths in SQL.
  8. Optional Bonus: Essential SQL Queries – Linking SQL with Excel using VBA

Language of Instruction: English

Course Fees: $150

Course Duration: 2-3 month, 10 classes of .5 hour each with 1 or 2 live classes each month.

Topics covered:

  • Introduction to SQL. Saving, organizing and reading simple data. Drawing Parallels with Excel and advantages over Excel.
  • SQL applications in Equity, Fixed Income, Risk [with some reference to other tools like SAS, Excel, MATLAB]
  • What and what not to do in SQL. Loops, Logics, Data types. How to make data handling faster
  • SQL aiding in Quantitative computations: Making data ready for Quant Tech like Regression, Charts, Clustering & Monte Carlo Simulation in Python
  • Project on SQL: SQL for structured Data Analysis depending on asset class. Example VaR using SQL. Using nested queries optimally.
  • Inner, Outer, Cross Joins and Self Joins
  • Sorting Data: Filtering Data with a WHERE Clause. Filtering with the TOP and OFFSET-FETCH Options
  • Using Aggregate Functions like GROUP BY Clause, and HAVING
  • Using Set Operators, Writing Queries with the UNION Operator, Using EXCEPT and INTERSECT, and Using APPLY
  • Pivoting and Grouping Sets: Writing Queries with PIVOT and UNPIVOT and Working with Grouping Sets
  • Writing Queries with Built-In Functions and  Using Conversion Functions, Using Logical Functions and Using Functions to Work with NULL
Course Components Lifetime Access to course updates
Number of LIVE interactive classes using WizIQ Virtual Classroom

Allow download of the recordings of the classes

Videos

Audio files

PowerPoint Presentations/ PPT’s

Word docs

PDFs

Online tests ( number of Online test)10

Yes

Yes

NA

5

3

1

1

Course Benefits:

  1. Getting ready for the next data revolution in Analytical SQL.
  2. Drawing parallels from Excel and how SQL can improve efficiency. Avoiding commands that will slow down SQL. Understand the basics of all major languages used for data handling in SQL, SAS and MATLAB.
  3. Understanding the importance of handling missing data, optimization of speed using novel methods. Formulas like V Lookup (and others discussed) make excel slower and hence such computations should be done in excel.

We are a group of seasoned tutor and have connections and linkages to a good network in USA and India to get the best outcome to the learners globally. I have tutoring network and tutored in New York city, New Delhi, Tel Aviv, other. One of our volunteer can reach you after your job at Manhattan in the evening.

Our meetup theme is centered around projects, for example, your financial portfolio or even themes you are doing at work. This is very different from the repetitive courses given by other tutors with a fixed syllabus.

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