Advanced Portfolio Construction and Analysis with Python
Master advanced portfolio optimization techniques using Python, from factor analysis to robust estimation methods.
Master advanced portfolio optimization techniques using Python, from factor analysis to robust estimation methods.
This course cannot be purchased separately - to access the complete learning experience, graded assignments, and earn certificates, you'll need to enroll in the full Investment Management with Python and Machine Learning Specialization program. You can audit this specific course for free to explore the content, which includes access to course materials and lectures. This allows you to learn at your own pace without any financial commitment.
4.8
(495 ratings)
22,679 already enrolled
Instructors:
English
پښتو, বাংলা, اردو, 3 more
Powered by
What you'll learn
Master style and factor exposure analysis
Implement robust covariance estimation techniques
Apply Black-Litterman portfolio construction
Develop advanced optimization models
Build practical investment tools with Python
Understand modern portfolio theory applications
Skills you'll gain
This course includes:
5.4 Hours PreRecorded video
4 quizzes
Access on Mobile, Desktop, Tablet
FullTime access
Shareable certificate
Closed caption
Get a Completion Certificate
Share your certificate with prospective employers and your professional network on LinkedIn.
Created by
Provided by
Top companies offer this course to their employees
Top companies provide this course to enhance their employees' skills, ensuring they excel in handling complex projects and drive organizational success.
There are 4 modules in this course
This advanced course combines theoretical knowledge with practical Python implementation of modern portfolio construction techniques. Students learn to analyze style and factor exposures, implement robust covariance estimation methods, apply the Black-Litterman model, and develop advanced portfolio optimization strategies. The curriculum emphasizes hands-on coding exercises and real-world applications of quantitative investment methods.
Style & Factors
Module 1 · 4 Hours to complete
Robust estimates for the covariance matrix
Module 2 · 2 Hours to complete
Robust estimates for expected returns
Module 3 · 2 Hours to complete
Portfolio Optimization in Practice
Module 4 · 2 Hours to complete
Fee Structure
Instructors
Champion of Pedagogical Innovation and EdTech Specialist
Claudia has over 12 years of experience in education, specializing in the intersection of learning and new technologies. Starting as a professor of International Economy in Argentina, she later joined EDHEC’s Pedagogical Innovation Laboratory after earning her International MBA. Claudia focuses on enhancing the educational experience through creative and collaborative online and hybrid learning initiatives, drawing on her consulting background to bring fresh, innovative approaches to the field.
Founder and CEO of Optimal Asset Management
Vijay Vaidyanathan is the founder and CEO of Optimal Asset Management Inc., bringing a wealth of expertise in finance and technology to the field of asset management. He holds a PhD in Finance and an MS in Risk & Asset Management from EDHEC Business School in France, along with an MS in Computer Science from SUNY Albany and an MSc (Tech) from BITS Pilani, India. His extensive academic background is complemented by his experience as the President of EDHEC-Risk Indices and Benchmarks North America, where he focused on research areas such as smart beta and the dynamics of risk premia in equity markets. Additionally, Vijay holds several patents related to financial micro-transactions in digital markets, underscoring his innovative approach to finance.At Optimal Asset Management, Vijay is dedicated to advancing portfolio construction techniques and enhancing financial literacy through education. He teaches courses on Coursera, including "Advanced Portfolio Construction and Analysis with Python" and "Introduction to Portfolio Construction and Analysis with Python." His courses aim to equip finance professionals and students with the necessary skills to navigate complex investment landscapes effectively. Through his work, Vijay Vaidyanathan not only contributes to the academic community but also plays a crucial role in shaping the future of asset management practices globally.
Testimonials
Testimonials and success stories are a testament to the quality of this program and its impact on your career and learning journey. Be the first to help others make an informed decision by sharing your review of the course.
4.8 course rating
495 ratings
Frequently asked questions
Below are some of the most commonly asked questions about this course. We aim to provide clear and concise answers to help you better understand the course content, structure, and any other relevant information. If you have any additional questions or if your question is not listed here, please don't hesitate to reach out to our support team for further assistance.