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 Exercises13,529 Learners
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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.

  1. 1

    Univariate Investment Risk and Returns

    Learn about the fundamentals of investment risk and financial return distributions.
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  2. 2

    Portfolio Investing

    Level up your understanding of investing by constructing portfolios of assets to enhance your risk-adjusted returns.
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  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.
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  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.
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In the following tracks
Applied Finance
Sumedh PanchadharLore DirickEunkyung 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.
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