Advanced Portfolio Construction and Analysis with Python
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assignment Level : Intermediate
chat_bubble_outline Language : English
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Key Information

credit_card Free access
verified_user Fee-based Certificate
timer 13 hours in total

About the content

The practice of investment management has been transformed in recent years by computational methods. Instead of merely explaining the science, we help you build on that foundation in a practical manner, with an emphasis on the hands-on implementation of those ideas in the Python programming language. In this course, we cover the estimation, of risk and return parameters for meaningful portfolio decisions, and also introduce a variety of state-of-the-art portfolio construction techniques that have proven popular in investment management and portfolio construction due to their enhanced robustness.

As we cover the theory and math in lecture videos, we'll also implement the concepts in Python, and you'll be able to code along with us so that you have a deep and practical understanding of how those methods work. By the time you are done, not only will you have a foundational understanding of modern computational methods in investment management, you'll have practical mastery in the implementation of those methods. If you follow along and implement all the lab exercises, you will complete the course with a powerful toolkit that you will be able to use to perform your own analysis and build your own implementations and perhaps even use your newly acquired knowledge to improve on current methods.

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Prerequisite

Learners taking this Course are :

  • Data Scientists
  • Financial Analysts
  • Consultants
  • Software Engineers

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Syllabus

WHAT YOU WILL LEARN

  1. Analyze style and factor exposures of portfolios
  2. Implement robust estimates for the covariance matrix
  3. Implement Black-Litterman portfolio construction analysis
  4. Implement a variety of robust portfolio construction models
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Content Designer

EDHEC

Implantée à Lille, Nice, Paris, Londres et Singapour, l'EDHEC est l'une des 15 meilleures écoles de commerce d'Europe. Résolument internationale et directement connectée au monde des affaires, elle est reconnue pour l'excellence de sa recherche et sa capacité à former des entrepreneurs et des managers capables de faire bouger les lignes.
Véritable laboratoire d'idées, elle produit des solutions innovantes reconnues par les entreprises. Ses travaux de recherche irriguent son enseignement fondé sur la culture du  «build people to build business» et du « learning by doing ».

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Platform

Coursera

Coursera is a digital company offering massive open online course founded by computer teachers Andrew Ng and Daphne Koller Stanford University, located in Mountain View, California. 

Coursera works with top universities and organizations to make some of their courses available online, and offers courses in many subjects, including: physics, engineering, humanities, medicine, biology, social sciences, mathematics, business, computer science, digital marketing, data science, and other subjects.

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