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Introduction to Portfolio Management with Python
course content

Course Content

Introduction to Portfolio Management with Python

Introduction to Portfolio Management with Python

1. Portfolio Analysis Basics
What You Will LearnInvesting BasicsWhat is Portfolio?Portfolio ReturnsMeasuring Risk of PortfolioAnnualized ReturnAnnualized Risk
2. Portfolio Optimization Basics
Risk Adjusted ReturnOverview of Modern Portfolio TheoryMarkowitz PortfoliosChallenge: Computing GMV PortfolioChallenge: Computing MSR Portfolio
3. Factor Investing
Introduction to Factor AnalysisThe Capital Asset Pricing ModelThe Fama-French Factor ModelThe 5-factor Model

bookChallenge: Computing MSR Portfolio

After we've computed GMV portfolio in the previous chapter, it's time to compute MSR portfolio, which provides the highest Sharpe ratio.

Task

In this task you need to:

  1. Choose right shape for array of weights.
  2. Compute array of Sharpe ratios.
  3. Find index of necessary weights in the right way.
  4. Choose optimal weights and corresponding Sharpe ratio.

Switch to desktopSwitch to desktop for real-world practiceContinue from where you are using one of the options below
Everything was clear?

How can we improve it?

Thanks for your feedback!

Section 2. Chapter 5
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bookChallenge: Computing MSR Portfolio

After we've computed GMV portfolio in the previous chapter, it's time to compute MSR portfolio, which provides the highest Sharpe ratio.

Task

In this task you need to:

  1. Choose right shape for array of weights.
  2. Compute array of Sharpe ratios.
  3. Find index of necessary weights in the right way.
  4. Choose optimal weights and corresponding Sharpe ratio.

Switch to desktopSwitch to desktop for real-world practiceContinue from where you are using one of the options below
Everything was clear?

How can we improve it?

Thanks for your feedback!

Section 2. Chapter 5
toggle bottom row

bookChallenge: Computing MSR Portfolio

After we've computed GMV portfolio in the previous chapter, it's time to compute MSR portfolio, which provides the highest Sharpe ratio.

Task

In this task you need to:

  1. Choose right shape for array of weights.
  2. Compute array of Sharpe ratios.
  3. Find index of necessary weights in the right way.
  4. Choose optimal weights and corresponding Sharpe ratio.

Switch to desktopSwitch to desktop for real-world practiceContinue from where you are using one of the options below
Everything was clear?

How can we improve it?

Thanks for your feedback!

After we've computed GMV portfolio in the previous chapter, it's time to compute MSR portfolio, which provides the highest Sharpe ratio.

Task

In this task you need to:

  1. Choose right shape for array of weights.
  2. Compute array of Sharpe ratios.
  3. Find index of necessary weights in the right way.
  4. Choose optimal weights and corresponding Sharpe ratio.

Switch to desktopSwitch to desktop for real-world practiceContinue from where you are using one of the options below
Section 2. Chapter 5
Switch to desktopSwitch to desktop for real-world practiceContinue from where you are using one of the options below
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