About this Course

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Approx. 24 hours to complete
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What you will learn

  • 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

Shareable Certificate
Earn a Certificate upon completion
100% online
Start instantly and learn at your own schedule.
Flexible deadlines
Reset deadlines in accordance to your schedule.
Approx. 24 hours to complete
English

Offered by

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EDHEC Business School

Syllabus - What you will learn from this course

Content RatingThumbs Up93%(2,098 ratings)Info
Week
1

Week 1

5 hours to complete

Analysing returns

5 hours to complete
14 videos (Total 225 min), 5 readings, 1 quiz
14 videos
Installing Anaconda3m
Fundamentals of Returns10m
Lab Session-Basics of returns29m
Measures of Risk and Reward9m
Lab Session-Risk Adjusted returns28m
Measuring Max Drawdown10m
Lab Session-Drawdown30m
Deviations from Normality9m
Lab Session-Building your own modules12m
Downside risk measures8m
Lab Session-Deviations from Normality30m
Estimating VaR10m
Lab Session-Semi Deviation, VAR and CVAR27m
5 readings
Material at your disposal5m
Material for the Lab Sessions10m
Module 1- Key points2m
INCORRECT STATEMENT IN “DEVIATION FROM NORMALITY” VIDEO10m
Before the Quiz10m
1 practice exercise
Module 1 Graded Quiz1h
Week
2

Week 2

4 hours to complete

An Introduction to Portfolio Optimization

4 hours to complete
10 videos (Total 172 min), 1 reading, 1 quiz
10 videos
Lab Session-Efficient frontier-Part 123m
Markowitz Optimization and the Efficient Frontier9m
Applying quadprog to draw the efficient Frontier11m
Lab Session-Asset Efficient Frontier-Part 220m
Lab Session-Applying Quadprog to Draw the Efficient Frontier38m
Fund Separation Theorem and the Capital Market Line7m
Lab Session-Locating the Max Sharpe Ratio Portfolio25m
Lack of robustness of Markowitz analysis5m
Lab Session-Plotting EW and GMV on the Efficient Frontier20m
1 reading
Module 2 - Key points2m
1 practice exercise
Module 2 Graded Quiz1h
Week
3

Week 3

5 hours to complete

Beyond Diversification

5 hours to complete
15 videos (Total 236 min), 4 readings, 1 quiz
15 videos
Lab session- Limits of Diversification-Part119m
Lab session-Limits of diversification-Part 222m
An introduction to CPPI - Part 17m
An introduction to CPPI - Part 210m
Lab session-CPPI and Drawdown Constraints-Part129m
Lab session-CPPI and Drawdown Constraints-Part228m
Simulating asset returns with random walks10m
Monte Carlo Simulation6m
Lab Session-Random Walks and Monte Carlo22m
Analyzing CPPI strategies11m
Lab Session-Installing IPYWIDGETS5m
Designing and calibrating CPPI strategies12m
Lab session - interactive plots of monte Carlo Simulations of CPPI and GBM-Part119m
Lab session - interactive plots of monte Carlo Simulations of CPPI and GBM-Part221m
4 readings
Module 3 - Key points2m
ipywidgets installation - info5m
gbm function10m
Instruction prior to begin the module 3 graded quizz10m
1 practice exercise
Module 3 Graded Quiz45m
Week
4

Week 4

9 hours to complete

Introduction to Asset-Liability Management

9 hours to complete
12 videos (Total 327 min), 5 readings, 1 quiz
12 videos
Lab Session-Present Values,liabilities and funding ratio22m
Liability hedging portfolios12m
Lab Session-CIR Model and cash vs ZC bonds1h 8m
Liability-driven investing (LDI)10m
Lab Session-Liability driven investing51m
Choosing the policy portfolio14m
Lab Session-Monte Carlo simulation of coupon-bearing bonds using CIR33m
Beyond LDI11m
Lab Session-Naive risk budgeting between the PSP & GHP44m
Liability-friendly equity portfolios10m
Lab Session-Dynamic risk budgeting between PSP & LHP40m
5 readings
Module 4 - Key points2m
Dynamic Liability-Driven Investing Strategies: The Emergence Of A New Investment Paradigm For Pension Funds?1h 30m
Liability-Driven-Investing1h
Instruction prior to begin module 4 graded quizz2m
To be continued (1)5m
1 practice exercise
Module 4 Graded Quiz1h

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About the Investment Management with Python and Machine Learning Specialization

Investment Management with Python and Machine Learning

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