Skip to main content

Introduction to Portfolio Risk Management in Python

Evaluate portfolio risk and returns, construct market-cap weighted equity portfolios and learn how to forecast and hedge market risk via scenario generation.

Start Course for Free
4 Hours13 Videos51 Exercises16,348 Learners4250 XPApplied Finance Track

Create Your Free Account



By continuing, you accept our Terms of Use, our Privacy Policy and that your data is stored in the USA. You confirm you are at least 16 years old (13 if you are an authorized Classrooms user).

Loved by learners at thousands of companies

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.

  1. 1

    Univariate Investment Risk and Returns


    Learn about the fundamentals of investment risk and financial return distributions.

    Play Chapter Now
    Financial returns
    50 xp
    Financial timeseries data
    100 xp
    Calculating financial returns
    100 xp
    Return distributions
    100 xp
    Mean, variance, and normal distribution
    50 xp
    First moment: Mu
    100 xp
    Second moment: Variance
    100 xp
    Annualizing variance
    100 xp
    Skewness and kurtosis
    50 xp
    Third moment: Skewness
    100 xp
    Fourth moment: Kurtosis
    100 xp
    Statistical tests for normality
    100 xp

In the following tracks

Applied Finance


sumedhpanchadharSumedh PanchadharloreLore DirickeunkyungparkkEunkyung Park
Dakota Wixom Headshot

Dakota Wixom

Quantitative Analyst and Founder of

Dakota Wixom is a quantitative finance analyst at Yewno, where he applies AI to create innovative financial products. Dakota founded and has also worked in quantitative risk management and investment banking roles in New York City and San Francisco. He has a B.S. in Quantitative Finance and a M.S. in Financial Analytics from the Stevens Institute of Technology.
See More

What do other learners have to say?

I've used other sites—Coursera, Udacity, things like that—but DataCamp's been the one that I've stuck with.

Devon Edwards Joseph
Lloyds Banking Group

DataCamp is the top resource I recommend for learning data science.

Louis Maiden
Harvard Business School

DataCamp is by far my favorite website to learn from.

Ronald Bowers
Decision Science Analytics, USAA