The practice of investment management has been transformed in recent years by computational methods. This course provides an introduction to the underlying science, with the aim of giving you a thorough understanding of that scientific basis. However, 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.
Este curso faz parte do Programa de cursos integrados Investment Management with Python and Machine Learning
Introduction to Portfolio Construction and Analysis with Python
oferecido por
Programa de cursos integrados Investment Management with Python and Machine LearningEDHEC Business School
Informações sobre o curso
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O que você vai aprender
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
100% on-line
Comece imediatamente e aprenda em seu próprio cronograma.
Prazos flexíveis
Redefinir os prazos de acordo com sua programação.
Aprox. 31 horas para completar
Sugerido: 4 weeks - 4 hours per week
Inglês
Legendas: Inglês
Programa - O que você aprenderá com este curso
5 horas para concluir
Analysing returns
5 horas para concluir
14 vídeos (Total 225 mín.), 4 leituras, 1 teste
14 videos
Welcome video3min
Installing Anaconda3min
Fundamentals of Returns10min
Lab Session-Basics of returns29min
Measures of Risk and Reward9min
Lab Session-Risk Adjusted returns28min
Measuring Max Drawdown10min
Lab Session-Drawdown30min
Deviations from Normality9min
Lab Session-Building your own modules12min
Downside risk measures8min
Lab Session-Deviations from Normality30min
Estimating VaR10min
Lab Session-Semi Deviation, VAR and CVAR27min
4 leituras
Material at your disposal5min
Material for the Lab Sessions10min
Module 1- Key points2min
Before the Quiz10min
1 exercício prático
Module 1 Graded Quiz1h
4 horas para concluir
An Introduction to Portfolio Optimization
4 horas para concluir
10 vídeos (Total 172 mín.), 1 leitura, 1 teste
10 videos
Lab Session-Efficient frontier-Part 123min
Markowitz Optimization and the Efficient Frontier9min
Applying quadprog to draw the efficient Frontier11min
Lab Session-Asset Efficient Frontier-Part 220min
Lab Session-Applying Quadprog to Draw the Efficient Frontier38min
Fund Separation Theorem and the Capital Market Line7min
Lab Session-Locating the Max Sharpe Ratio Portfolio25min
Lack of robustness of Markowitz analysis5min
Lab Session-Plotting EW and GMV on the Efficient Frontier20min
1 leituras
Module 2 - Key points2min
1 exercício prático
Module 2 Graded Quiz1h
5 horas para concluir
Beyond Diversification
5 horas para concluir
15 vídeos (Total 236 mín.), 4 leituras, 1 teste
15 videos
Lab session- Limits of Diversification-Part119min
Lab session-Limits of diversification-Part 222min
An introduction to CPPI - Part 17min
An introduction to CPPI - Part 210min
Lab session-CPPI and Drawdown Constraints-Part129min
Lab session-CPPI and Drawdown Constraints-Part228min
Simulating asset returns with random walks10min
Monte Carlo Simulation6min
Lab Session-Random Walks and Monte Carlo22min
Analyzing CPPI strategies11min
Lab Session-Installing IPYWIDGETS5min
Designing and calibrating CPPI strategies12min
Lab session - interactive plots of monte Carlo Simulations of CPPI and GBM-Part119min
Lab session - interactive plots of monte Carlo Simulations of CPPI and GBM-Part221min
4 leituras
Module 3 - Key points2min
ipywidgets installation - info5min
gbm function10min
Instruction prior to begin the module 3 graded quizz10min
1 exercício prático
Module 3 Graded Quiz45min
9 horas para concluir
Introduction to Asset-Liability Management
9 horas para concluir
12 vídeos (Total 327 mín.), 5 leituras, 1 teste
12 videos
Lab Session-Present Values,liabilities and funding ratio22min
Liability hedging portfolios12min
Lab Session-CIR Model and cash vs ZC bonds1h 8min
Liability-driven investing (LDI)10min
Lab Session-Liability driven investing51min
Choosing the policy portfolio14min
Lab Session-Monte Carlo simulation of coupon-bearing bonds using CIR33min
Beyond LDI11min
Lab Session-Naive risk budgeting between the PSP & GHP44min
Liability-friendly equity portfolios10min
Lab Session-Dynamic risk budgeting between PSP & LHP40min
5 leituras
Module 4 - Key points2min
Dynamic Liability-Driven Investing Strategies: The Emergence Of A New Investment Paradigm For Pension Funds?1h 30min
Liability-Driven-Investing1h
Instruction prior to begin module 4 graded quizz2min
To be continued (1)5min
1 exercício prático
Module 4 Graded Quiz1h
Avaliações
Principais avaliações do INTRODUCTION TO PORTFOLIO CONSTRUCTION AND ANALYSIS WITH PYTHON
por SKDec 8, 2019
The course is great, I enjoyed very detailed Python labs, they taught me a lot. But almost no support from the staff in the forums. If you don't understand something, you are on your own.
por XXMar 7, 2020
One of the most hardcore, challenging but knowledge-harvesting courses that I ever had.\n\nHighly recommend, and you will be better off if you type in all codes VJ did simultaneously.
por LLDec 11, 2019
This is one of the best online courses which combines the knowledge of Finance and Python. In fact, with python as a tool, I can have a better understanding of the theory behind it.
por MGMar 22, 2020
Highly recomand you to type all the codes in Lab-Session, after this course you will improve both of your programming skills and theoretical fundament in investment management.
Sobre EDHEC Business School
Founded in 1906, EDHEC is now one of Europe’s top 15 business schools .
Based in Lille, Nice, Paris, London and Singapore, and counting over 90 nationalities on its campuses, EDHEC is a fully international school directly connected to the business world. With over 40,000 graduates in 120 countries, it trains committed managers capable of dealing with the challenges of a fast-evolving world.
Harnessing its core values of excellence, innovation and entrepreneurial spirit, EDHEC has developed a strategic model founded on research of true practical use to society, businesses and students, and which is particularly evident in the work of EDHEC-Risk Institute and Scientific Beta.
The School functions as a genuine laboratory of ideas and plays a pioneering role in the field of digital education via EDHEC Online, the first fully online degree-level training platform.
These various components make EDHEC a centre of knowledge, experience and diversity, geared to preparing new generations of managers to excel in a world subject to transformational change.
EDHEC in figures: 8,600 students in academic education, 19 degree programmes ranging from bachelor to PhD level, 184 professors and researchers, 11 specialist research centres.
Sobre Programa de cursos integrados Investment Management with Python and Machine Learning
The Data Science and Machine Learning for Asset Management Specialization has been designed to deliver a broad and comprehensive introduction to modern methods in Investment Management, with a particular emphasis on the use of data science and machine learning techniques to improve investment decisions.By the end of this specialization, you will have acquired the tools required for making sound investment decisions, with an emphasis not only on the foundational theory and underlying concepts, but also on practical applications and implementation. 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 through a series of dedicated lab sessions.
Perguntas Frequentes – FAQ
Quando terei acesso às palestras e às tarefas?
Ao se inscrever para um Certificado, você terá acesso a todos os vídeos, testes e tarefas de programação (se aplicável). Tarefas avaliadas pelos colegas apenas podem ser enviadas e avaliadas após o início da sessão. Caso escolha explorar o curso sem adquiri-lo, talvez você não consiga acessar certas tarefas.
O que recebo ao me inscrever nesta Especialização?
Quando você se inscreve no curso, tem acesso a todos os cursos na Especialização e pode obter um certificado quando concluir o trabalho. Seu Certificado eletrônico será adicionado à sua página de Participações e você poderá imprimi-lo ou adicioná-lo ao seu perfil no LinkedIn. Se quiser apenas ler e assistir o conteúdo do curso, você poderá frequentá-lo como ouvinte sem custo.
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