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所在平台: Coursera |
课程主页: https://www.coursera.org/learn/advanced-portfolio-construction-python
课程评论：没有评论
课程名称：使用Python进行高级投资组合构建与分析 课程概述：近年来，投资管理实践因计算方法而发生了重大变革。本课程不仅解释理论科学，更以实际操作为重点，帮助学员在Python编程语言中实施这些理念。课程将涵盖有意义的投资组合决策的风险和收益参数的估算，同时介绍多种在投资管理和组合构建中因其增强的稳健性而受到欢迎的最先进投资组合构建技术。 通过讲座视频讲解理论和数学，学员将能够在Python中实现这些概念，做到边学边码，从而深入理解这些方法的运作原理。完成课程后，学员将不仅对现代计算方法在投资管理中的应用有基础理解，还能掌握其实际实施能力。若能跟随课程做所有实验练习，完成后将掌握强大的工具包，可以用于自身分析和构建实现，甚至应用新获得的知识改善现有方法。 课程大纲： 1. 风格与因子 2. 协方差矩阵的稳健估计 3. 期望收益的稳健估计 4. 实践中的投资组合优化
Name:Style & Factors
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Name:Robust estimates for the covariance matrix
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Name:Robust estimates for expected returns
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Name:Portfolio Optimization in Practice
Description:
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.
