Introduction to Portfolio Construction and Analysis with Python

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.