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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.

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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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In the following Tracks

Applied Finance in Python

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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
For Business

GroupTraining 2 or more people?

Get your team access to the full DataCamp library, with centralized reporting, assignments, projects and more

In the following Tracks

Applied Finance in Python

Go To Track

Datasets

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

Collaborators

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Lore Dirick
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Sumedh Panchadhar
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Eunkyung Park
Dakota Wixom HeadshotDakota 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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