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Voltar para Advanced Portfolio Construction and Analysis with Python

Comentários e feedback de alunos de Advanced Portfolio Construction and Analysis with Python da instituição EDHEC Business School

436 classificações

Sobre o curso

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. As we cover the theory and math in lecture videos, we'll also implement the concepts in Python, and you'll be able to code along with us so that you have a deep and practical understanding of how those methods work. By the time you are done, not only will you have a foundational understanding of modern computational methods in investment management, you'll have practical mastery in the implementation of those methods. If you follow along and implement all the lab exercises, you will complete the course with a powerful toolkit that you will be able to use to perform your own analysis and build your own implementations and perhaps even use your newly acquired knowledge to improve on current methods....

Melhores avaliações


13 de abr de 2020

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.


17 de fev de 2021

Good overview on portfolio theory with some of the latest trends (multi-factor models) and Python Lab sessions follow the same logic than the first course, with good tips and good timing.

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1 — 25 de 118 Avaliações para o Advanced Portfolio Construction and Analysis with Python

por Serg D

21 de nov de 2019

Another great course from edhec business school on portfolio construction. The reason why i am giving 3 is because forum quality and support is below acceptable. What is the point for Claudia to encourage this conversations? We come here to learn practical skills and sometimes need help and support, which does not exist. Great course otherwise.

por Minshen C

6 de dez de 2019

lab session is way too fast and the questions didnt get answered in week3 quiz

por Sean S

21 de fev de 2021

Felt the intro course was better designed. The advanced course did not do a good of explaining the code that was used


22 de jun de 2022

T​his is a fantastic course because it fills the gap between high level theory described in university & research papers and numerical applications thanks to Python programming.

The data we have processed are real market data from official sources covering 5 to 30 years of history in order to draw comprehensive conclusions.

T​he Python code will be running on your PC so it requires you have installed Python and Jupyter (or full Anaconda suite) on your PC. A good knowledge of Python and Panda dataframes is a required. The sample code, libraries and data files are easily uploaded from the EDHEC site and installed on your PC.

The lab sessions explain how to implement the theoritical formulas into Python procedures. The quizz following each of the 4 modules require some Python coding based on procedures and sample code developped during the lab sessions.

T​he exercices displayed during the video sessions develop your intuition as they do not require any complex computation or programming to answer.

The first EDHEC MOOC on Python portfolio is a pre-requisite for strating this second MOOC.

I​ strongly recommends this course to anyone interested in modern portfolio management concepts and applications using Python programming.

I​ thank Pr Lionel Martinelli and Pr Vijay Vaidyanathan for their teaching methods.

W​ith Best Regards Jean-Louis Bailly

por Hmei D

22 de mai de 2020

It is my great honor to attend the high quality course Advanced Portfolio Construction and Analysis with Python. Thank the instructors for their professional guidance in the class and classmates, TAs for their hospitality in the forum. The course is one of the best Coursera courses I have taken, which not only provides profound finance knowledge, but also guides on fantastic Python Programming which becomes very useful tool in practical market/ investment analysis. Highly Recommend! Best Regards and blessings.

por Vadim T

15 de mai de 2020

One of the best courses (Specializations) that Coursera has to offer. Really enjoy video lectures and programing labs. My favourite part is that the course is related to the real-world and addresses the questions of the applicability of recent theoretical developments. Learned modern state of the art technologies and enjoyed playing with the numbers. Programming assignments could have been harder but they are fun anyways.

por Luc T

18 de fev de 2021

Good overview on portfolio theory with some of the latest trends (multi-factor models) and Python Lab sessions follow the same logic than the first course, with good tips and good timing.

por Mike M

14 de abr de 2020

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.

por Mario M

3 de dez de 2019

The course is excellent, one of the best finance courses on coursera, but you should know in advance that you will not have any help from the staff, at least that was my experience.

por kitiwat a

5 de jan de 2020

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.

por Mark K

6 de ago de 2021

This is an excellent course for anyone in finance, especially Portfolio and Asset Management professions. This particular segment is the 2nd of 4 parts of the "Investment Management with Python and Machine Learning Specialization".

Unfortunately, the code instructor dropped the ball in this part (compared to the first, "Introduction to Portfolio Construction and Analysis with Python"). The coding lab sessions were app 1/3 the length of Part 1, but the code is much more challenging in Part 2 (and more, not less, instruction is necessary). The instructor briefly skims over a previously completed python workbook, then asks the student to "play around with the code" in order to fully comprehend it. This is rather insulting to many - as indicated by Discussion Forum Comments.

Also, the quizzes contain a number of mismatches between the Python Function library (known as the Edhec Risk Kit) and the questions. The person responsible for answering student questions barely does so with adequate thoroughness and has failed to update much of his erroneous suggestions. I recommend the original instructors commit to fixing the many holes here, and consider assigning a more helpful person to the Discussion Forum - Emanuelle doesn't cut it.

The Python code instructor also should re-record videos for this section - so that we don't need to "play around with his code" in order to understand it.

por On T P

28 de jul de 2020

I preferred the first MOOC where the coding was interactive as well. It was engaging to learn the coding at the same time with the investment knowledge....MOOC2 not as good as MOOC1 in my opinion from an engagement standpoint. But none the less, good knowledge and content in this course.

por Rama M

28 de dez de 2020

Course is very well organized. Journey from VW to EW to GMV to ERC is a very useful concept in quantitative investment management industry. Use of Python to reverse engineer BLM (Black-Litterman Model) and apply the same code in labs is extremely helpful in perfecting skills.

If possible, have two labs each week. First lab can be based on a small portfolio (3 assets) to perfect theory and validate answers easily. The second lab can be as is.

Overall, thank you both Dr. Martellini and Dr. Vaidyanathan for your effort and high-quality audio visual content. A great job well done.

I highly recommend this course for practitioners and Masters in Financial Engineering and Masters in Finance students.

por Guglielmo

24 de abr de 2020

This Course is really amazing! I appreciated the way the lab-sessions are explained, since, in contrast to the first course, the instructor briefly explains the code forcing you to play around with. In this way, I really improved a lot my coding skills. Furthermore, I found both interesting and helpful even the theoretical part, with Lionel that walks you through difficult concept in a very effective way giving you a solid understanding of the core concepts related to portfolio Construction and performance improvement. Therefore, I strongly suggest this course to everyone interested in learning some practical coding skills in financial field.

por Runar A Ø

16 de fev de 2020

I highly recommend this course. The information and explanation is outstanding, and is something that is really applicable, not just theory. The lab instructor Dr. Vijay Vaidyanathan does a good job of explaining each element, but if he took the time like he did in MOOC 1 it would be perfect. The quiz is great because you have to really understand the theory and code in order to answer them, so you can't just skip through the labs and except to pass.

This and the previous MOOC in the specialization has been two of the best courses I have ever had in terms of practicality and effective teaching.

por Allen T

21 de ago de 2021

I​ really loved this course. Lionel and Vijay are extremely personable and have a way of presenting difficult material in an easygoing and straightforward manner. I enjoyed the lab sessions in the first course much better because Vijay took the time to work through the Python functions and demonstrated his thought process, even walked through his mistakes, and told us why an error was raised. I suspect that due to some unfortunate comments by 'smart' people, too 'smart' for their own good, he didn't use this approach in the second course and I feel a little cheated.

por carlos j u

10 de out de 2020

Super clear explanations, combining intuitions with rigorous definitions for the pros and cons of each investment strategy. The theory is clear, and the lab sessions introduce you to well-designed Python code, thus the perfect combo for pragmatic learners :)

Note that the Python code is not trivial, and in this MOOC the instructor does not go as deep in the explanations as in the 1st MOOC of this Specialization, so make sure you are familiarized with Python.

por Cay O

2 de jan de 2021

Really insightful courses (parts 1 +2)! They are extremely well balanced between practical motivation, theoretical background, and applied Python techniques. I got a brillant overview of why the concepts are created, what the core ideas behind those are, empirical examples, and last, but not least, how to beautifully implement them in Python. The courses serve a large audience from a wide range of backgrounds - from pure techies to pure "businessists".

por Gleb

18 de abr de 2021

Great course, interesting material, outstanding instruction. The course covers advanced portfolio construction techniques, but as feedback, it would be nice to see more focus on their practical application, particularly construction and maintenance of datasets such as the ones used in lab exercises. The question where/how to get the data needed to run things covered in class in the "real world" is one to figure out outside of the class.

por Омар А К

4 de jul de 2021

T​his course is something special, it exceeds all expectations. The syllabus is very practical and actual, all methods taught in this course are modern and sophisticated. Dr.Martellini explains state of the art techniques in a very interesting and comprehensible manner. Dr.Vaidyanathan makes practical part of this course fun and engaging. 100500 out of 5 is my rate.

por Enrique A V Y

17 de mai de 2020

Really good one just like the first MOOC, however, the lab sessions are a bit more hands off, which is okay if you payed enough attention on the first course. Otherwise, you might struggle with it. I really wish to thank both VJ and Lionel for the great quality of their teaching, hard to find anything like it even in presencial classes.

por Shakirova N

24 de abr de 2021

This is a very good course! I started to understand Python codes and even wrote some functions myself while working on it. However, the course is quite tough, so to benefit from it, it's necessary to watch it several times and of course do all the given tasks! But it is totally worth it! Many thanks to Lionel and Vijay!

por Prashant B

23 de dez de 2019

Even though the exercises were not detailed as in MOOC1, this did give more in depth knowledge of python exercises..

Some of the new additions to the ERK Risk Kit functions - explanation of basis of function

list risk_contribution function is given, but the foundation on why /what is missing, how is implemented

por Tathagat K

29 de mai de 2020

The content is great and the teachers are amazing. Vijay is an exceptionally good instructor. Please design more courses with him.

I have only one request . The questions and answers in the quiz are incorrect at certain places and have't been corrected. I request that these be corrected.



26 de mai de 2021

This is an excellent course covering different approaches to portfolio construction with emphasis on both theory and practice. The Lab sessions covering coding in Python to translate theories in to practice are very informative and useful. Anyone interested in the topic will enjoy this program.