The goal of this course is to develop skills in handling financial data, modeling, prediction and forecasting utilizing machine learning algorithms. The first part of the course introduces python programming fundamentals and develop skills to process, handle and visualize financial data. In the second part of the course, machine learning algorithms such as logistic regression, artificial neural networks and decision trees are discussed with applications in financial markets. Hands on training is provided in financial problems such as portfolio optimization, trading algorithms, forecasting asset prices and macroeconomic variables. Fundamental machine learning algorithms from the classification, regression and reinforcement learning domains are introduced throughout the course providing the fundamental knowledge for investment professionals to implement these techniques successfully in different areas of finance and economics.