SmartMacro Modeling with Python
December 9-11th
15 W 38th Street, New York, NY
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Join SmartMacro in Midtown Manhattan for 3 days of applied Python programming and macro modeling.
Course overview
This comprehensive in-person course is expertly crafted to elevate your skills in both global macroeconomics and finance. Learn to harness the capabilities of Python for creating robust quantitative models that are pivotal in investment management, forecasting, and economic analysis. $2200 per participant.
Earn professional education credits
SmartMacro's curriculum closely aligns with the most widely held professional certifications in risk management and financial analysis. Earn credits while learning.
SmartMacro Modeling With Python
Course Outline
1. Introduction to Python
Get up and running quickly and efficiently using the most popular Python libraries. Wrangle data and build compelling visualizations.
2. Regression Analysis
Estimate structural OLS regression models focusing on equation specification and model diagnostics.
3. Univariate Time Series Models
Build ARIMA time series models for single data series. Focus on model selection criteria and forecasting best practices.
4. Trending Data & Stationarity
Understand the importance of analyzing trending data. Implement popular unit root tests such as the Augmented Dickey-Fuller test.
5. Vector Autoregression Models
Implement multivariate time series models (VARs) focusing on lag selection, Granger Causality tests, and impulse response functions.
6. Cointegration Models
Learn to test for long-run relationships in multivariate time series models. Implement the Engle-Granger test for cointegration and estimate vector error correction models (VECMs).
Curriculum Designed by
Daniel Jerrett, PhD
Dr. Daniel Jerrett combines over 20 years of expertise in economics and finance across the public, private, and academic sectors. He currently serves as Professor of Practice at the Colorado School of Mines and Chief Investment Officer at Stategy Capital, where he leads the development of a global investment research platform. Daniel has advised central banks, investment management firms, and Fortune 500 companies on best practices in quantitative modeling and has led numerous professional education programs around the world.
Patrick Jones - Course author
Online Courses Coming Fall 2024
Frequently Asked Questions
Do I need a background in statistics or programming?
No - SmartMacro courses are developed for learners of all backgrounds. Our courses are designed for those with no prior programming experience. We assume you have a basic understanding of statistics and regression analysis.
What types of examples and data are used in the course?
We provide real-world examples throughout our courses and expose learners to the most widely used and cutting-edge models in the global macro space. Examples include: exchange rate forecasting, monetary policy models, structural models of commodity prices, and many more.
What course materials are provided?
You will receive a set of downloadable Python notebooks, associated data files, and PDF readings that follow lectures. The Python notebooks have been designed so that upon completion of the course you can quickly and efficiently apply the model techniques directly to your work flow.
Can I claim CFA professional learning (PL) credits by taking the course?
The CFA Institute allows its members the ability to self-determine and self-report professional learning (PL) credits earned from external sources. CFA Institute members are encouraged to self-document such credits in their online PL tracker.
What options do I have for online learning?
The SmartMacro online learning platform allows you to start a course at any time. You have 24/7 on demand access. Additionally, you can join one of our quarterly learning cohorts. We will launch a new course on the first day of every quarter. If you choose to join a learning cohort you will have the opportunity to communicate with other learners throughout the 10 weeks.
How long do I have access to the online courses?
You will have 10 weeks of access to the online learning platform. Course access can be extended for an additional cost. Downloadable course materials are yours to keep.
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