課程信息
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完成時間大約為27 小時

建議:4 weeks - 4 hours per week...

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您將學到的內容有

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    Gain an intuitive understanding for the underlying theory behind Modern Portfolio Construction Techniques

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    Write custom Python code to estimate risk and return parameters

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    Utilize powerful Python optimization libraries to build scientifically and systematically diversified portfolios

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    Build custom utilities in Python to test and compare portfolio strategies

100% 在線

立即開始,按照自己的計劃學習。

可靈活調整截止日期

根據您的日程表重置截止日期。

完成時間大約為27 小時

建議:4 weeks - 4 hours per week...

英語(English)

字幕:英語(English)

教學大綱 - 您將從這門課程中學到什麼

1
完成時間為 5 小時

Analysing returns

14 個視頻 (總計 225 分鐘), 2 個閱讀材料, 1 個測驗
14 個視頻
Installing Anaconda3分鐘
Fundamentals of Returns10分鐘
Lab Session-Basics of returns29分鐘
Measures of Risk and Reward9分鐘
Lab Session-Risk Adjusted returns28分鐘
Measuring Max Drawdown10分鐘
Lab Session-Drawdown30分鐘
Deviations from Normality9分鐘
Lab Session-Building your own modules12分鐘
Downside risk measures8分鐘
Lab Session-Deviations from Normality30分鐘
Estimating VaR10分鐘
Lab Session-Semi Deviation, VAR andCVAR27分鐘
2 個閱讀材料
Material at your disposal5分鐘
Module 1- Key points2分鐘
1 個練習
Module 1 Graded Quiz1小時
2
完成時間為 4 小時

An Introduction to Portfolio Optimization

10 個視頻 (總計 172 分鐘), 1 個閱讀材料, 1 個測驗
10 個視頻
Lab Session-Efficient frontier-Part 123分鐘
Markowitz Optimization and the Efficient Frontier9分鐘
Applying quadprog to draw the efficient Frontier11分鐘
Lab Session-Asset Efficient Frontier-Part 220分鐘
Lab Session-Applying Quadprog to Draw the Efficient Frontier38分鐘
Fund Separation Theorem and the Capital Market Line7分鐘
Lab Session-Locating the Max Sharpe Ratio Portfolio25分鐘
Lack of robustness of Markowitz analysis5分鐘
Lab Session-Plotting EW and GMV on the Efficient Frontier20分鐘
1 個閱讀材料
Module 2 - Key points2分鐘
1 個練習
Module 2 Graded Quiz1小時
3
完成時間為 5 小時

Beyond Diversification

15 個視頻 (總計 236 分鐘), 2 個閱讀材料, 1 個測驗
15 個視頻
Lab session- Limits of Diversification-Part119分鐘
Lab session-Limits of diversification-Part 222分鐘
An introduction to CPPI - Part 17分鐘
An introduction to CPPI - Part 210分鐘
Lab session-CPPI and Drawdown Constraints-Part129分鐘
Lab session-CPPI and Drawdown Constraints-Part228分鐘
Simulating asset returns with random walks10分鐘
Monte Carlo Simulation6分鐘
Lab Session-Random Walks and Monte Carlo22分鐘
Analyzing CPPI strategies11分鐘
Lab Session-Installing IPYWIDGETS5分鐘
Designing and calibrating CPPI strategies12分鐘
Lab session - interactive plots of monte Carlo Simulations of CPPI and GBM-Part119分鐘
Lab session - interactive plots of monte Carlo Simulations of CPPI and GBM-Part221分鐘
2 個閱讀材料
Module 3 - Key points2分鐘
Instruction prior to begin the module 3 graded quizz10分鐘
1 個練習
Module 3 Graded Quiz45分鐘
4
完成時間為 9 小時

Introduction to Asset-Liability Management

12 個視頻 (總計 327 分鐘), 4 個閱讀材料, 1 個測驗
12 個視頻
Lab Session-Present Values,liabilities and funding ratio22分鐘
Liability hedging portfolios12分鐘
Lab Session-CIR Model and cash vs ZC bonds1 小時 8 分
Liability-driven investing (LDI)10分鐘
Lab Session-Liability driven investing51分鐘
Choosing the policy portfolio14分鐘
Lab Session-Monte Carlo simulation of coupon-bearing bonds using CIR33分鐘
Beyond LDI11分鐘
Lab Session-Naive risk budgeting between the PSP & GHP44分鐘
Liability-friendly equity portfolios10分鐘
Lab Session-Dynamic risk budgeting between PSP & LHP40分鐘
4 個閱讀材料
Module 4 - Key points2分鐘
Dynamic Liability-Driven Investing Strategies: The Emergence Of A New Investment Paradigm For Pension Funds?1 小時 30 分
Liability-Driven-Investing1小時
Instruction prior to begin module 4 graded quizz2分鐘
1 個練習
Module 4 Graded Quiz1小時
4.9
6 個審閱Chevron Right

來自Introduction to Portfolio Construction and Analysis with Python的熱門評論

創建者 MLOct 20th 2019

VERY DIDACTIC AND THOROUGH TEACHERS : every classes were extremely well-driven, it was a pleasure. I learned a lot!!!

創建者 KWNov 7th 2019

Good theory and great lab sessions. An interesting mix of asset management theory and Python.

講師

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Vijay Vaidyanathan, PhD

Optimal Asset Management Inc.
CEO
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Lionel Martellini, PhD

EDHEC-Risk Institute, Director
Finance

關於 EDHEC Business School

Founded in 1906, EDHEC is now one of Europe’s top 15 business schools . Based in Lille, Nice, Paris, London and Singapore, and counting over 90 nationalities on its campuses, EDHEC is a fully international school directly connected to the business world. With over 40,000 graduates in 120 countries, it trains committed managers capable of dealing with the challenges of a fast-evolving world. Harnessing its core values of excellence, innovation and entrepreneurial spirit, EDHEC has developed a strategic model founded on research of true practical use to society, businesses and students, and which is particularly evident in the work of EDHEC-Risk Institute and Scientific Beta. The School functions as a genuine laboratory of ideas and plays a pioneering role in the field of digital education via EDHEC Online, the first fully online degree-level training platform. These various components make EDHEC a centre of knowledge, experience and diversity, geared to preparing new generations of managers to excel in a world subject to transformational change. EDHEC in figures: 8,600 students in academic education, 19 degree programmes ranging from bachelor to PhD level, 184 professors and researchers, 11 specialist research centres. ...

關於 Investment Management with Python and Machine Learning 專項課程

The Data Science and Machine Learning for Asset Management Specialization has been designed to deliver a broad and comprehensive introduction to modern methods in Investment Management, with a particular emphasis on the use of data science and machine learning techniques to improve investment decisions.By the end of this specialization, you will have acquired the tools required for making sound investment decisions, with an emphasis not only on the foundational theory and underlying concepts, but also on practical applications and implementation. 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 through a series of dedicated lab sessions....
Investment Management with Python and Machine Learning

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