What will you in Docker for the Introduction to Portfolio Construction and Analysis with Python Course
Gain an intuitive understanding of the 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.
Program Overview
1. Analysing Returns
⏱ Duration: ~6 hours
Understand the fundamentals of returns and risk-adjusted performance measures.
Explore measures like Max Drawdown, Value at Risk (VaR), and Conditional VaR (CVaR).
Hands-on lab sessions to implement these concepts in Python.
2. An Introduction to Portfolio Optimization
⏱ Duration: ~4 hours
Learn the basics of portfolio optimization and the efficient frontier.
Implement optimization techniques using Python.
Understand the trade-off between risk and return in portfolio construction.
3. Beyond Diversification
⏱ Duration: ~6 hours
Delve into advanced topics like factor models and style analysis.
Explore the limitations of traditional diversification.
Implement advanced diversification techniques in Python.
4. Introduction to Asset-Liability Management
⏱ Duration: ~6 hours
Understand the principles of asset-liability management (ALM).
Explore strategies to manage financial risks associated with liabilities.
Implement ALM strategies using Python.
Get certificate
Job Outlook
Equips professionals with practical skills in portfolio construction and risk management.
Applicable to roles in investment management, financial analysis, and asset management.
Enhances proficiency in Python programming for financial applications.
Specification: Introduction to Portfolio Construction and Analysis with Python
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