HomePythonIntroduction to Portfolio Risk Management in Python

# Introduction to Portfolio Risk Management in Python

4.5+
11 reviews
Intermediate

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

4 hours13 videos51 exercises

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## 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.

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1. 1

### Univariate Investment Risk and Returns

Free

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

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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
2. 2

3. 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. 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.

### In the following Tracks

#### Applied Finance in Python

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datasets

All returns (2017)Efficient Frontier PortfoliosFama-French factorsMicrosoft pricesETF of oil prices (UFO)

collaborators

Dakota Wixom

Quantitative Analyst and Founder of QuantCourse.com

Dakota Wixom is a quantitative finance analyst at Yewno, where he applies AI to create innovative financial products. Dakota founded QuantCourse.com 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.
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## Don’t just take our word for it

*4.5
from 11 reviews
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• Louis S.
6 months

Very useful tips for code that you can apply right away!

• Alon B.
10 months

I am studying the subject as part of my master's and this course helped consolidate and organize my knowledge, apply it, and make practical use of it.

• TARIK H.

Top!

• Nathaniel B.
over 1 year

good stuff

• Jeronimo F.
over 1 year

I learned new concepts, that I didn't imagined would influence my financial decisions. The risck concept was numerically explained

"Very useful tips for code that you can apply right away!"

Louis S.

"I am studying the subject as part of my master's and this course helped consolidate and organize my knowledge, apply it, and make practical use of it."

Alon B.

"Top!"

TARIK H.