How wide is deep learning applicable in finance? We'll provide an overview of promising deep learning applications in finance. We'll then focus on deep (variational) autoencoders, showing how they can learn hidden representations of unlabeled data and generate new data. This opens interesting new applications in anomaly detection, risk analysis, price prediction, and algorithmic trading. We'll explore some of these use cases with real FX data and illustrate the concepts with interactive notebooks, showing how to build the models using frameworks such as Tensorflow and Keras, and how to use latest Tesla P100 GPUs for training.