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Advanced Portfolio Analysis with Python

Advanced Portfolio Analysis with Python

Advanced Portfolio Analysis with Python

Advanced Portfolio Construction and Analysis with Python. Key learning objectives. Analyze style and factor exposures of portfoliosby Diego Fernandez

What you'll learn

  • Read or download asset classes benchmark indexes replicating funds data to perform advanced portfolio analysis operations by installing related packages and running code on Python PyCharm IDE.
  • Compare asset classes benchmark indexes replicating funds returns and risks tradeoffs for fixed income or bonds and equities or stocks.
  • Estimate asset classes expected returns through historical annualized returns and risks through historical returns annualized standard deviation.
  • Calculate portfolios Sharpe ratios performance metrics.
  • Estimate benchmark global portfolio returns from periodically rebalanced equal weighted assets allocation.
  • Optimize global portfolios asset allocation weights for mean maximization, standard deviation minimization, mean maximization and standard deviation minimization, mean maximization and value at risk minimization objectives within training range based on Markowitz portfolio theory.

Description
Learn advanced portfolio analysis through a practical course with Python programming language using asset classes benchmark indexes replicating funds historical data for back-testing. It explores main concepts from proficient to expert level which can help you achieve better grades, develop your academic career, apply your knowledge at work or do your research as experienced investor. All of this while exploring the wisdom of Nobel Prize winners and best practitioners in the field.
Become an Advanced Portfolio Analysis Expert and Put Your Knowledge in Practice

Learning advanced portfolio analysis is indispensable for finance careers in areas such as asset management, private wealth management and risk management within institutional investors represented by banks, insurance companies, pension funds, hedge funds, investment advisors, endowments and mutual funds. It is also essential for academic careers in advanced quantitative finance. And it is necessary for experienced investors advanced optimized asset allocation strategies research.

But as learning curve can become steep as complexity grows, this course helps by leading you step by step using asset classes benchmark indexes replicating funds historical data for back-testing to achieve greater effectiveness.
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