FM
5.0Reviewed Jan 12, 2020
Enjoyed the part on the implementation of the Black-Litterman model and the Risk Parity portfolios. Looking forward to the third course.
Advanced Portfolio Construction and Analysis with Python
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.
Status: Return On Investment
Status: Correlation Analysis
IntermediateCourse12 hours
Featured reviews
RR
5.0Reviewed Apr 1, 2020
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.
LB
4.0Reviewed May 2, 2022
The first course contained much more relevant code to the theory, but basically it is very informative and I know this leds to a higher purpose (next courses). I like the style of the instructors.
RP
5.0Reviewed Jul 15, 2020
Again, both instructors built on the first course, were crystal clear, and made the course enjoyable to both watch and implement the learnings.
MG
5.0Reviewed Apr 11, 2020
Really appreciated from both of the instructors, from thier very high level of theory and practical programming skills. Hoping to use these khowledge in pracsis some days.
CC
5.0Reviewed Jan 31, 2021
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.
MB
5.0Reviewed Sep 1, 2020
This is one the best course to learn how to implement portfolio optimization in real world. Thank you Edhec Risk Institute and Coursera for such a beautiful course.
SX
5.0Reviewed Nov 30, 2020
It's very powerful course. The course taught portfolio analysis with practice using Python, so I learnt portfolio analysis knowledge and Python coding simultanepusly.
JJ
5.0Reviewed Jun 21, 2021
Very good course and well taught. Vijay and Lionel are great communicators. I have enjoyed the course a lot and learned a great deal. Thank you both.
CX
4.0Reviewed Aug 1, 2021
very good quality, covers very in depth knowledge in portfolio construction, but I find the python part is a bit challenging unless you have good command of python programming.
NN
5.0Reviewed Mar 6, 2020
Very interesting course with a lot practice stuff. A very proficient mentors with strong theoretical background in finance and good Python skills.
LL
5.0Reviewed Sep 4, 2021
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.