After doing these courses, I feel confident creating professional visualizations and dashboards
Shoebur RahmanProcurement Specialist, Giz Bangladesh
Course Description
This course will teach you how to evaluate basic portfolio risk and returns like a quantitative analyst on Wall Street. This is the most critical step towards being able to fully automate your portfolio construction and management processes. Discover what factors are driving your portfolio returns, construct market-cap weighted equity portfolios, and learn how to forecast and hedge market risk via scenario generation.
Prerequisites
Curriculum
Course outline
1
Univariate Investment Risk and Returns
Learn about the fundamentals of investment risk and financial return distributions.
- Financial returns50 XP
- Financial timeseries data100 XP
- Calculating financial returns100 XP
- Return distributions100 XP
- Mean, variance, and normal distribution50 XP
- First moment: Mu100 XP
- Second moment: Variance100 XP
- Annualizing variance100 XP
- Skewness and kurtosis50 XP
- Third moment: Skewness100 XP
- Fourth moment: Kurtosis100 XP
- Statistical tests for normality100 XP
2
Portfolio Investing
Level up your understanding of investing by constructing portfolios of assets to enhance your risk-adjusted returns.
3
Factor Investing
Learn about the main factors that influence the returns of your portfolios and how to quantify your portfolio's exposure to these factors.
4
Value at Risk
In this chapter, you will learn two different methods to estimate the probability of sustaining losses and the expected values of those losses for a given asset or portfolio of assets.
Introduction to Portfolio Risk Management in Python
Course
Complete
