Computational Investing, Part I

Name: Computational Investing, Part I
Rating: NaN (0 reviews)
Author: Georgia Institute of Technology

Cours

Anglais

96 h

Source

Sur www.coursera.org

Conditions

À son rythme
Accès libre
Certificat payant

Plus d'informations

8 séquences
Niveau Introductif

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Détails du cours

Déroulé

Week 1 - Portfolio Management and Market Mechanics
In this module, you will understand the course content from a portfolio manager's viewpoint, the incentives for portfolio managers, types of hedge fund, and how to assess fund performance; Also, you will gain insight into market orders, the basic infrastructur...
Week 2 - Company Worth, Capital Assets Pricing Model and QSTK Software Overview
In this module, you will learn how to value a company, and an overview of the theory Capital Assets Pricing Model (CAPM), its assumptions, implications and how you can apply it in fund management. Finally, you will learn to install QSTK Software.
Week 3 - Manipulating Data in Python and QSTK
In this module, you will learn how to work with financial data, create a portfolio and optimize a portfolio using Python with Numpy library as well as QSTK and the Pandas library.
Week 4 - Efficient Markets Hypothesis and Event Studies, Portfolio Optimization and the Efficient Frontier
In this module, you will learn about information may affect equity prices and company value, understand efficient market hypothesis and how event studies work; Also, you will learn about the inputs and outputs of a portfolio optimizer, correlation and covarian...
Week 5 - Digging into Data
We will go into more detail in this module about how to read an event study. We will also talk about the differences between actual and adjusted historical price data, and how to detect and fix wrong data.
Week 6 - The Fundamental Law, CAPM for Portfolios
In this module, you will learn the fundamental law of active portfolio management. We will recap CAPM, and extend it for portfolios. Finally, we're going to look at ways that we can leverage the capital assets pricing model to manage, maybe even reduce market...
Week 7 - Information Feeds and Technical Analysis
In this module, we will dive deeper into a few examples of information feeds, and learn about technical analysis, and look at a few example technical indicators. Finally, we are going to learn about Bollinger Bands.
Week 8 - Jensen's Alpha, Back Testing and Machine Learning
In this module, we're going to learn about another measure of a fund performance called Jensen's Alpha, and dig deeper into back testing. We will also take a sneak peek at machine learning.

Prérequis

Aucun.

Intervenants

Dr. Tucker Balch
Associate Professor
School of Interactive Computing

Éditeur

Le Georgia Institute of Technology, connu aussi sous le nom de Georgia Tech ou GT, est une université de recherche mixte publique, et située à Atlanta (Géorgie), aux États-Unis. Elle fait partie du réseau plus large du Système universitaire de Géorgie (en anglais, University System of Georgia). Georgia Tech possède des antennes à Savannah (Géorgie, États-Unis), Metz (France), Athlone (Irlande), Shanghai (Chine), et Singapour.

Georgia Tech a acquis sa réputation grâce à ses programmes d'ingénierie et d'informatique, ceux-ci figurant parmi les meilleurs du monde5,6. L'offre de formation est complétée par des programmes dans les domaines des sciences, de l'architecture, des sciences humaines et du management.

Plateforme

Coursera est une entreprise numérique proposant des formations en ligne ouverte à tous fondée par les professeurs d'informatique Andrew Ng et Daphne Koller de l'université Stanford, située à Mountain View, Californie.

Ce qui la différencie le plus des autres plateformes MOOC, c'est qu'elle travaille qu'avec les meilleures universités et organisations mondiales et diffuse leurs contenus sur le web.

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