基于Python的投资组合构建与分析入门

Introduction to Portfolio Construction and Analysis with Python

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北方高等商学院
Coursera
  • 完成时间大约为 31 个小时
  • 混合难度
  • 英语
注:本课程由Coursera和Linkshare共同提供,因开课平台的各种因素变化,以上开课日期仅供参考

你将学到什么

Gain an intuitive understanding for the underlying theory behind Modern Portfolio Construction Techniques

Write custom Python code to estimate risk and return parameters

Utilize powerful Python optimization libraries to build scientifically and systematically diversified portfolios

Build custom utilities in Python to test and compare portfolio strategies

课程概况

The practice of investment management has been transformed in recent years by computational methods. This course provides an introduction to the underlying science, with the aim of giving you a thorough understanding of that scientific basis. However, instead of merely explaining the science, we help you build on that foundation in a practical manner, with an emphasis on the hands-on implementation of those ideas in the Python programming language.

This course is the first in a four course specialization in Data Science and Machine Learning in Asset Management but can be taken independently. In this course, we cover the basics of Investment Science, and we’ll build practical implementations of each of the concepts along the way. We’ll start with the very basics of risk and return and quickly progress to cover a range of topics including several Nobel Prize winning concepts. We’ll cover some of the most popular practical techniques in modern, state of the art investment management and portfolio construction.

As we cover the theory and math in lecture videos, we’ll also implement the concepts in Python, and you’ll be able to code along with us so that you have a deep and practical understanding of how those methods work. By the time you are done, not only will you have a foundational understanding of modern computational methods in investment management, you’ll have practical mastery in the implementation of those methods.

课程大纲

Analysing returns

An Introduction to Portfolio Optimization

Beyond Diversification

Introduction to Asset-Liability Management

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