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

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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. This course provides an introduction to the underlying science, with the aim of giving you a thorough understanding of that scientific basis. However, 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. 

This course is the first in a four course specialization in Data Science and Machine Learning in Asset Management but can be taken independently. In this course, we cover the basics of Investment Science, and we'll build practical implementations of each of the concepts along the way. We'll start with the very basics of risk and return and quickly progress to cover a range of topics including several Nobel Prize winning concepts. We'll cover some of the most popular practical techniques in modern, state of the art investment management and portfolio construction. 

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.

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Syllabus

WEEK 1 - Analysing returns

WEEK 2 - An Introduction to Portfolio Optimization

WEEK 3 -  Beyond Diversification

WEEK 4 - Introduction to Asset-Liability Management

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Instructors

Vijay Vaidyanathan, PhD
Optimal Asset Management Inc.
CEO

Lionel Martellini, PhD
EDHEC-Risk Institute, Director
Finance

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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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