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學生對 北方高等商学院 提供的 Advanced Portfolio Construction and Analysis with Python 的評價和反饋

322 個評分
83 條評論


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....



Loved how this course was presented. It built well off of the first course and provided labs that let me explore the content. I really enjoyed how Lionel and Vijay presented the material.


The course is excellent, one of the best finance courses on coursera, but you should know in advance that you will not have any help from the staff, at least that was my experience.


1 - Advanced Portfolio Construction and Analysis with Python 的 25 個評論(共 83 個)

創建者 Serg D


Another great course from edhec business school on portfolio construction. The reason why i am giving 3 is because forum quality and support is below acceptable. What is the point for Claudia to encourage this conversations? We come here to learn practical skills and sometimes need help and support, which does not exist. Great course otherwise.

創建者 Minshen C


lab session is way too fast and the questions didnt get answered in week3 quiz

創建者 Hong M


It is my great honor to attend the high quality course Advanced Portfolio Construction and Analysis with Python. Thank the instructors for their professional guidance in the class and classmates, TAs for their hospitality in the forum. The course is one of the best Coursera courses I have taken, which not only provides profound finance knowledge, but also guides on fantastic Python Programming which becomes very useful tool in practical market/ investment analysis. Highly Recommend! Best Regards and blessings.

創建者 Vadim T


One of the best courses (Specializations) that Coursera has to offer. Really enjoy video lectures and programing labs. My favourite part is that the course is related to the real-world and addresses the questions of the applicability of recent theoretical developments. Learned modern state of the art technologies and enjoyed playing with the numbers. Programming assignments could have been harder but they are fun anyways.

創建者 Mario R M


The course is excellent, one of the best finance courses on coursera, but you should know in advance that you will not have any help from the staff, at least that was my experience.

創建者 Rama M


Course is very well organized. Journey from VW to EW to GMV to ERC is a very useful concept in quantitative investment management industry. Use of Python to reverse engineer BLM (Black-Litterman Model) and apply the same code in labs is extremely helpful in perfecting skills.

If possible, have two labs each week. First lab can be based on a small portfolio (3 assets) to perfect theory and validate answers easily. The second lab can be as is.

Overall, thank you both Dr. Martellini and Dr. Vaidyanathan for your effort and high-quality audio visual content. A great job well done.

I highly recommend this course for practitioners and Masters in Financial Engineering and Masters in Finance students.

創建者 Guglielmo


This Course is really amazing! I appreciated the way the lab-sessions are explained, since, in contrast to the first course, the instructor briefly explains the code forcing you to play around with. In this way, I really improved a lot my coding skills. Furthermore, I found both interesting and helpful even the theoretical part, with Lionel that walks you through difficult concept in a very effective way giving you a solid understanding of the core concepts related to portfolio Construction and performance improvement. Therefore, I strongly suggest this course to everyone interested in learning some practical coding skills in financial field.

創建者 Runar A Ø


I highly recommend this course. The information and explanation is outstanding, and is something that is really applicable, not just theory. The lab instructor Dr. Vijay Vaidyanathan does a good job of explaining each element, but if he took the time like he did in MOOC 1 it would be perfect. The quiz is great because you have to really understand the theory and code in order to answer them, so you can't just skip through the labs and except to pass.

This and the previous MOOC in the specialization has been two of the best courses I have ever had in terms of practicality and effective teaching.

創建者 carlos j u


Super clear explanations, combining intuitions with rigorous definitions for the pros and cons of each investment strategy. The theory is clear, and the lab sessions introduce you to well-designed Python code, thus the perfect combo for pragmatic learners :)

Note that the Python code is not trivial, and in this MOOC the instructor does not go as deep in the explanations as in the 1st MOOC of this Specialization, so make sure you are familiarized with Python.

創建者 Cay O


Really insightful courses (parts 1 +2)! They are extremely well balanced between practical motivation, theoretical background, and applied Python techniques. I got a brillant overview of why the concepts are created, what the core ideas behind those are, empirical examples, and last, but not least, how to beautifully implement them in Python. The courses serve a large audience from a wide range of backgrounds - from pure techies to pure "businessists".

創建者 Enrique A V Y


Really good one just like the first MOOC, however, the lab sessions are a bit more hands off, which is okay if you payed enough attention on the first course. Otherwise, you might struggle with it. I really wish to thank both VJ and Lionel for the great quality of their teaching, hard to find anything like it even in presencial classes.

創建者 Prashant B


Even though the exercises were not detailed as in MOOC1, this did give more in depth knowledge of python exercises..

Some of the new additions to the ERK Risk Kit functions - explanation of basis of function

list risk_contribution function is given, but the foundation on why /what is missing, how is implemented

創建者 Tathagat K


The content is great and the teachers are amazing. Vijay is an exceptionally good instructor. Please design more courses with him.

I have only one request . The questions and answers in the quiz are incorrect at certain places and have't been corrected. I request that these be corrected.


創建者 Jose C D A


It was an incredible and very rich course, the only thing that I'd add is the math behind the optimization processes, like the original quadratic program on the Equal Risk Contribution weighting and other custom weightings that may be hard to follow only with the Python code.

創建者 Jerry H


Absolutely enjoyed the course, learned new concepts and new perspectives on methodologies I already knew and used. Would have like to see them go a bit further into more advanced portfolio construction techniques. One more week building on week 4 would have been great.

創建者 Rodrigo F R


Very well-structured MOOC. Both Lionel and Vijay are the best! The course program and material are very well organized and covers each objective in detail. They could create a good balance between Portfolio Risk Management theory and practical application using Python.

創建者 Tim E


Brilliant course and I would highly recommend to anyone seeking an overview of some reasonably complex aspects of portfolio construction explained in a very intuitive and approachable manner, reiterated through detailed practical examples in the Python lab sessions.

創建者 anurag j


Loved every bit of the course, the use of python greatly enhanced the experience both in learning the concepts with granularity and how to employ the concepts learnt here in real world. One of the best course i have been through. Thank you!

創建者 Kazuto A


Again, Excellent Course.

Very useful python codes at your disposal.

Quiz are well organized that you cannot just copy and paste the codes you learn, but it will test whether you can apply what you learn to solve the advanced problems.

創建者 Mauricio Q F


Es un curso muy bueno además de que tiene el nivel justo entre lo complejo que se puede volver el pasar los conceptos a código pero combinado con la explicación entre las sesiones de laboratorio y las clases

創建者 Salvatore L


Thanks to the professors I now have a better understanding of portfolio construction, in particular factor investing, black-litterman model and risk parity and I am now able to apply these models on python.

創建者 Mike M


Loved how this course was presented. It built well off of the first course and provided labs that let me explore the content. I really enjoyed how Lionel and Vijay presented the material.

創建者 kitiwat a


I like the way instructors explained difficult topic and digest it to simple way. The coding side was also impressive. WIth novice background in Python, I would able to understand.

創建者 Dwaipayan B


This course teaches a great approach to portfolio construction. Crisp course content makes learning even more convenient. My sincere regards to the team behind this noble task,

創建者 Mirkamil G


Really appreciated from both of the instructors, from thier very high level of theory and practical programming skills. Hoping to use these khowledge in pracsis some days.