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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: Financial Modeling
Status: Process Optimization
Course25 hours

Featured reviews

MA

Reviewed Nov 29, 2020

Awesome Course, Great instructors that give a nice balance of theory and practice, the practice is very hands-on and will help you understand the theory and give you useful tools from the first week.

SK

Reviewed 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

Reviewed 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....

LL

Reviewed Dec 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.

MB

Reviewed 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.

MP

Reviewed Aug 5, 2020

There is a tremendous amount of material to be learned in this course and it is quite challenging material but for anyone interested in this topic I think the instruction is excellent.

AG

Reviewed May 4, 2020

The course was very informative and added a lot of learning and the instructors made navigating the whole syllabus very simple, even for a novice programmer and finance student

MG

Reviewed 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.

TK

Reviewed 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.

MT

Reviewed 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.

SW

Reviewed 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.

AC

Reviewed Apr 10, 2021

A well-balanced course between theory, applications and coding. If you are an intermediate finance student that is looking for a practical toolkit with python, this is the right course

All reviews

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Benny
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Reviewed Nov 26, 2019
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