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EDHEC Business School

Introduction to Portfolio Construction and Analysis with Python

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. This course is the first in a four course specialization in Data Science and Machine Learning in Asset Management but can be taken independently. In this course, we cover the basics of Investment Science, and we'll build practical implementations of each of the concepts along the way. We'll start with the very basics of risk and return and quickly progress to cover a range of topics including several Nobel Prize winning concepts. We'll cover some of the most popular practical techniques in modern, state of the art investment management and portfolio construction. 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.

Status: Investment Management
Status: Risk Management
Course25 hours

Featured reviews

MG

5.0Reviewed Mar 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.

JJ

5.0Reviewed Jun 10, 2021

W​ell taught and really like the mix between practical and theoretical lectures. Explain in simple language and starts off simple but gets progressively harder. Highly recommended.

TK

5.0Reviewed Sep 26, 2020

The course is particularly useful for people with a finance background to learn how to model a complex process using python. Lecturers are very knowledgeable and step-by-step guide in teaching.

SK

4.0Reviewed Dec 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.

VC

5.0Reviewed Jul 16, 2020

very good introductory course to learn how python is used to implement portfolio strategies. coding is taught in a simple enough way to pick up and try to real-world data as well....

NH

5.0Reviewed Nov 5, 2020

Really appreciated Lab instructor. He has vary solid knowledge in both investment and Python. very clear explanation and easy to understand. Thanks for help lifting up my skills

MB

5.0Reviewed Jun 19, 2020

Seriously an amazing course! I have got great learning of both financial concepts and python coding. instructors are super amazing. The approach is quite practical and useful.

DM

5.0Reviewed May 26, 2020

Enjoyable course. One has to be conversant with basic Phyton to follow this course. What I learnt the most is the ability to use Phyton coding to demonstrate the concept of portfolio investment.

RP

5.0Reviewed Jul 11, 2022

Very Very useful course . The way it has constructed is very well planned .lab seesions are detailed and well explained , Thank you so much Edhec Risk Institute for this course

SW

5.0Reviewed Aug 5, 2020

I am self taught in Python and have an industry background in Finance. This course was a good connector/provided additional insight on using Python to process portfolio performance and data analysis.

FF

5.0Reviewed Jan 29, 2023

The only thing I didn't like about this course was that the material of week 4 was about as much as weeks 1-3 combined. I feel like this could have been distributed a bit more evenly.

MT

5.0Reviewed Aug 7, 2020

The course was right paced and assignments were challenging. The moderators were very helpful in their support and feedback. Looking forward to doing more course with the Edhec.

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Benny Prijono
4.0
Reviewed Nov 26, 2019
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