Introduction to Portfolio Construction and Analysis with Python

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

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课程大纲

Analysing returns
An Introduction to Portfolio Optimization
Beyond Diversification
Introduction to Asset-Liability Management

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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.

使用Python构建投资组合和分析简介:近年来,通过计算方法已经改变了投资管理的实践。本课程介绍基础科学,目的是使您对该科学基础有透彻的了解。但是,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。 本课程是数据科学和资产管理中的机器学习四门课程的第一门课程,但可以独立学习。在本课程中,我们将介绍投资科学的基础知识,并将逐步构建每个概念的实际实现。我们将从风险和收益的基础知识入手,并迅速进行讨论,涵盖多个主题,其中包括多个获得诺贝尔奖的概念。我们将介绍一些现代,最先进的投资管理和投资组合建设中最流行的实用技术。 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。

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