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.
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- 4 stars12.86%
- 3 stars3.76%
- 2 stars0.66%
- 1 star0.44%
来自ADVANCED PORTFOLIO CONSTRUCTION AND ANALYSIS WITH PYTHON的热门评论
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.
Another excellent course. One thing I would have liked to have is longer lab session videos like in MOOC 1 to ensure we can re-create the notebooks as we go along.
Really a great course, instructors video then are a great resource. I'd have liked more mathematical analysis but I understand it could have gone beyond scope.
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.