Introduction to Portfolio Construction and Analysis with Python

The Data Science and Machine Learning for Asset Management Specialization has been designed to deliver a broad and comprehensive introduction to modern methods in Investment Management, with a particular emphasis on the use of data science and machine learning techniques to improve investment decisions.By the end of this specialization, you will have acquired the tools required for making sound investment decisions, with an emphasis not only on the foundational theory and underlying concepts, but also on practical applications and implementation. Instead of merely explaining the science, we he

( 7 Reviews )

Created by: Vijay Vaidyanathan

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Overall Score : 100 / 100

Course Description

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.

Time: 28h

Instructor Details

Vijay Vaidyanathan

5.0 Rating
7 Reviews

OAM's founder and CEO Vijay Vaidyanathan has a PhD in Finance and an MS (Risk & Asset Management) from the EDHEC Business School, France. He also has an MS in Computer Science from SUNY Albany and a MSc (Tech) from BITS Pilani, India and is an alumnus of IMD Lausanne, Switzerland. Previously, Vijay was the President, EDHEC-Risk Indices and Benchmarks North America where his research interests included smart beta and the role of factors and risk premia in equity markets. He holds several patents in financial micro-transactions in Digital Markets.

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5.0

7 total reviews

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By Antonie L on 14-Nov-19

Excellent course, highly recommended for anyone interested in investments and Python!

By Keith W on 7-Nov-19

Good theory and great lab sessions. An interesting mix of asset management theory and Python.

By Marie L on 20-Oct-19

VERY DIDACTIC AND THOROUGH TEACHERS : every classes were extremely well-driven, it was a pleasure. I learned a lot!!!

By Konstantinos R on 2-Nov-19

Very insightful, coherent and elaborative.

By Egkachai A on 2-Nov-19

Best MOOC about Investment Management ever

By Ali on 31-Oct-19

Great course, great contents, great instructors. I love it.

By Lyle D on 26-Oct-19

Currently half-way through the course. I am really enjoying it. I am learning a lot about portfolio management and python, which is the best of both worlds for me.The professors are excellent. Dr Vaidyanathan's lectures and labs ensure that the student learns the material and his love of the subject is infectious.