I recently completed the Microsoft Professional Program for Big Data (https://academy.microsoft.com/en-us/professional-program/tracks/big-data/) program. This is part of the Microsoft Professional program (https://academy.microsoft.com/en-us/professional-program/tracks/), which has other tracks, like Data Science and Artificial Intelligence. The Big Data program is made up 9 courses, plus a capstone project that uses the skills learned.
One of the most interesting classes was working with Power BI. I haven’t done any kind of reporting in quite a while, so it was a good chance to get up to speed on that tool.
Since I work in data integration, I was very interested to complete the Azure Data Factory class. Anyone familiar with SSIS should be able to get a quick start with Data Factory, although this is a cloud based tool, and some of the terminology is different. Activities can be added to a pipeline (the workflow). An activity can be for transformation, moving data, or a control activity (Like an If or a For Each). A linked service is set up to connect to a resource (like a database), and can fill a dataset (which defines the structure of the data). A trigger (which can be scheduled) will start the workflow.
Data Factory Introduction

A completely new concept to me was data streaming, working with data while in flight. The Stream Analytics class introduced the concepts behind this functionality. We would set up a Hub to receive events (Either an Event Hub or a IoT hub). We would also set up some sort of storage, for when we had completed processing the events. Usually this would be some sort of Blob storage or a Data Lake. The Stream Analytics job would be set up to receive data from the hub, and output the results to storage. We could then set up a query to shape and filter the data we want to store. Within these queries, Javascript or Machine Learning functions can be used or defined.
Stream Analytics Introduction

The capstone gave you a dataset to work with, and gave you questions on that data, where you would have to employ several of the technologies learned over the course of the program.
The classes took me about 8-10 hours each to complete. That wasn’t enough time to go too in depth with each concept, but I felt like I got a good introduction to everything that was covered. The courses are free to take, although you do pay a fee if you want to complete the challenges and earn a certificate.

Update: Aug 21 2019
Microsoft is retiring the Professional Program at the end of 2019.