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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 GMV Portfolio

In the previous chapter, we've discovered, how to compute portfolios with minimal risk and with the best ratio of expected return and corresponding risk.

Now, you are going to compute them on your own.

First of all, in this chapter, you are going to compute GMV portfolio, which provides the lowest risk.

Task

In this task you need to:

  1. Choose right shape for array of weights.
  2. Find index of necessary weights in the right way.
  3. Choose optimal weights and corresponding volatility.

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 4
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bookChallenge: Computing GMV Portfolio

In the previous chapter, we've discovered, how to compute portfolios with minimal risk and with the best ratio of expected return and corresponding risk.

Now, you are going to compute them on your own.

First of all, in this chapter, you are going to compute GMV portfolio, which provides the lowest risk.

Task

In this task you need to:

  1. Choose right shape for array of weights.
  2. Find index of necessary weights in the right way.
  3. Choose optimal weights and corresponding volatility.

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 4
toggle bottom row

bookChallenge: Computing GMV Portfolio

In the previous chapter, we've discovered, how to compute portfolios with minimal risk and with the best ratio of expected return and corresponding risk.

Now, you are going to compute them on your own.

First of all, in this chapter, you are going to compute GMV portfolio, which provides the lowest risk.

Task

In this task you need to:

  1. Choose right shape for array of weights.
  2. Find index of necessary weights in the right way.
  3. Choose optimal weights and corresponding volatility.

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!

In the previous chapter, we've discovered, how to compute portfolios with minimal risk and with the best ratio of expected return and corresponding risk.

Now, you are going to compute them on your own.

First of all, in this chapter, you are going to compute GMV portfolio, which provides the lowest risk.

Task

In this task you need to:

  1. Choose right shape for array of weights.
  2. Find index of necessary weights in the right way.
  3. Choose optimal weights and corresponding volatility.

Switch to desktopSwitch to desktop for real-world practiceContinue from where you are using one of the options below
Section 2. Chapter 4
Switch to desktopSwitch to desktop for real-world practiceContinue from where you are using one of the options below
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