Advanced Portfolio Construction and Analysis with Python

开始时间: 04/22/2022 持续时间: Unknown

所在平台: CourseraArchive

课程类别: 其他类别

大学或机构: CourseraNew

课程主页: https://www.coursera.org/archive/advanced-portfolio-construction-python

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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.

使用Python进行高级投资组合构建和分析:近年来,通过计算方法已经改变了投资管理的实践。我们不仅可以解释科学,还可以帮助您以实用的方式在此基础上建立基础,并着重于在Python编程语言中手动实现这些思想。在本课程中,我们介绍了有意义的投资组合决策的风险和收益参数的估计,并介绍了各种最新的投资组合构建技术,这些技术由于其增强的鲁棒性而在投资管理和投资组合构建中广受欢迎。 当我们在讲座视频中介绍理论和数学时,我们还将在Python中实现这些概念,并且您将能够与我们一起进行编码,以便对这些方法的工作方式有深刻而实际的理解。待您完成时,您不仅将对投资管理中的现代计算方法有基本的了解,还将对这些方法的实施有实际的掌握。如果您继续进行并实施所有实验练习,则将使用功能强大的工具包完成课程,您将可以使用该工具包执行自己的分析并构建自己的实现,甚至可以使用新获得的知识来改进当前方法。 。

课程大纲

Style & Factors
Robust estimates for the covariance matrix
Robust estimates for expected returns
Portfolio Optimization in Practice

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