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.
This course is part of the Investment Management with Python and Machine Learning Specialization
About this Course
What you will learn
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
Syllabus - What you will learn from this course
Style & Factors
Robust estimates for the covariance matrix
Robust estimates for expected returns
Portfolio Optimization in Practice
- 5 stars82.11%
- 4 stars12.93%
- 3 stars3.66%
- 2 stars0.64%
- 1 star0.64%
TOP REVIEWS FROM ADVANCED PORTFOLIO CONSTRUCTION AND ANALYSIS WITH PYTHON
Loved how this course was presented. It built well off of the first course and provided labs that let me explore the content. I really enjoyed how Lionel and Vijay presented the material.
This course gives a good understanding of Fama-French, GARCH, Black-Litterman and risk parity models among many others, not only theoretically, but also through hands-on Lab sessions.
I like the way instructors explained difficult topic and digest it to simple way. The coding side was also impressive. WIth novice background in Python, I would able to understand.
Fantastic portfolio construction techniques, although black letterman model could have been explained better . Overall great course with real world financial applications
About the Investment Management with Python and Machine Learning Specialization
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