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.
Este curso forma parte de Programa especializado: Investment Management with Python and Machine Learning
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Acerca de este Curso
Qué aprenderás
Analyze style and factor exposures of portfolios
Implement robust estimates for the covariance matrix
Implement Black-Litterman portfolio construction analysis
Implement a variety of robust portfolio construction models
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Programa - Qué aprenderás en este curso
Style & Factors
Robust estimates for the covariance matrix
Robust estimates for expected returns
Portfolio Optimization in Practice
Reseñas
- 5 stars81,93 %
- 4 stars13,11 %
- 3 stars3,65 %
- 2 stars0,64 %
- 1 star0,64 %
Principales reseñas sobre ADVANCED PORTFOLIO CONSTRUCTION AND ANALYSIS WITH PYTHON
Enjoyed the part on the implementation of the Black-Litterman model and the Risk Parity portfolios. Looking forward to the third course.
Very interesting course with a lot practice stuff. A very proficient mentors with strong theoretical background in finance and good Python skills.
Very good in depth course extension from the first, however, would appreciate more applications and deeper applications of introduced investing ideas
Very good course and well taught. Vijay and Lionel are great communicators. I have enjoyed the course a lot and learned a great deal. Thank you both.
Acerca de Programa especializado: Investment Management with Python and Machine Learning

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