Acerca de este Curso

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Aprox. 24 horas para completar
Inglés (English)

Qué aprenderás

  • Gain an intuitive understanding for the underlying theory behind Modern Portfolio Construction Techniques

  • Write custom Python code to estimate risk and return parameters

  • Utilize powerful Python optimization libraries to build scientifically and systematically diversified portfolios

  • Build custom utilities in Python to test and compare portfolio strategies

Certificado para compartir
Obtén un certificado al finalizar
100 % en línea
Comienza de inmediato y aprende a tu propio ritmo.
Fechas límite flexibles
Restablece las fechas límite en función de tus horarios.
Aprox. 24 horas para completar
Inglés (English)

ofrecido por

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Escuela de Negocios EDHEC

Programa - Qué aprenderás en este curso

Calificación del contenidoThumbs Up93%(2,109 calificaciones)Info
Semana
1

Semana 1

5 horas para completar

Analysing returns

5 horas para completar
14 videos (Total 225 minutos), 5 lecturas, 1 cuestionario
14 videos
Installing Anaconda3m
Fundamentals of Returns10m
Lab Session-Basics of returns29m
Measures of Risk and Reward9m
Lab Session-Risk Adjusted returns28m
Measuring Max Drawdown10m
Lab Session-Drawdown30m
Deviations from Normality9m
Lab Session-Building your own modules12m
Downside risk measures8m
Lab Session-Deviations from Normality30m
Estimating VaR10m
Lab Session-Semi Deviation, VAR and CVAR27m
5 lecturas
Material at your disposal5m
Material for the Lab Sessions10m
Module 1- Key points2m
INCORRECT STATEMENT IN “DEVIATION FROM NORMALITY” VIDEO10m
Before the Quiz10m
1 ejercicio de práctica
Module 1 Graded Quiz1h
Semana
2

Semana 2

4 horas para completar

An Introduction to Portfolio Optimization

4 horas para completar
10 videos (Total 172 minutos), 1 lectura, 1 cuestionario
10 videos
Lab Session-Efficient frontier-Part 123m
Markowitz Optimization and the Efficient Frontier9m
Applying quadprog to draw the efficient Frontier11m
Lab Session-Asset Efficient Frontier-Part 220m
Lab Session-Applying Quadprog to Draw the Efficient Frontier38m
Fund Separation Theorem and the Capital Market Line7m
Lab Session-Locating the Max Sharpe Ratio Portfolio25m
Lack of robustness of Markowitz analysis5m
Lab Session-Plotting EW and GMV on the Efficient Frontier20m
1 lectura
Module 2 - Key points2m
1 ejercicio de práctica
Module 2 Graded Quiz1h
Semana
3

Semana 3

5 horas para completar

Beyond Diversification

5 horas para completar
15 videos (Total 236 minutos), 4 lecturas, 1 cuestionario
15 videos
Lab session- Limits of Diversification-Part119m
Lab session-Limits of diversification-Part 222m
An introduction to CPPI - Part 17m
An introduction to CPPI - Part 210m
Lab session-CPPI and Drawdown Constraints-Part129m
Lab session-CPPI and Drawdown Constraints-Part228m
Simulating asset returns with random walks10m
Monte Carlo Simulation6m
Lab Session-Random Walks and Monte Carlo22m
Analyzing CPPI strategies11m
Lab Session-Installing IPYWIDGETS5m
Designing and calibrating CPPI strategies12m
Lab session - interactive plots of monte Carlo Simulations of CPPI and GBM-Part119m
Lab session - interactive plots of monte Carlo Simulations of CPPI and GBM-Part221m
4 lecturas
Module 3 - Key points2m
ipywidgets installation - info5m
gbm function10m
Instruction prior to begin the module 3 graded quizz10m
1 ejercicio de práctica
Module 3 Graded Quiz45m
Semana
4

Semana 4

9 horas para completar

Introduction to Asset-Liability Management

9 horas para completar
12 videos (Total 327 minutos), 5 lecturas, 1 cuestionario
12 videos
Lab Session-Present Values,liabilities and funding ratio22m
Liability hedging portfolios12m
Lab Session-CIR Model and cash vs ZC bonds1h 8m
Liability-driven investing (LDI)10m
Lab Session-Liability driven investing51m
Choosing the policy portfolio14m
Lab Session-Monte Carlo simulation of coupon-bearing bonds using CIR33m
Beyond LDI11m
Lab Session-Naive risk budgeting between the PSP & GHP44m
Liability-friendly equity portfolios10m
Lab Session-Dynamic risk budgeting between PSP & LHP40m
5 lecturas
Module 4 - Key points2m
Dynamic Liability-Driven Investing Strategies: The Emergence Of A New Investment Paradigm For Pension Funds?1h 30m
Liability-Driven-Investing1h
Instruction prior to begin module 4 graded quizz2m
To be continued (1)5m
1 ejercicio de práctica
Module 4 Graded Quiz1h

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Acerca de Programa especializado: Investment Management with Python and Machine Learning

Investment Management with Python and Machine Learning

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