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Introduction to Financial Portfolio Management with Python
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Introduction to Financial Portfolio Management with Python

Introduction to Financial Portfolio Management with Python

1. Portfolio Analysis Basics
Investing BasicsWhat is Portfolio?Portfolio ReturnsMeasuring Risk of PortfolioChallenge: Annualized Return and 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 AnalysisChallenge: The Capital Asset Pricing ModelThe Fama-French Factor ModelChallenge: The 5-factor Model

Challenge: 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, which could be computed using the following expression:

Tarea

  1. Perform multiplication of vector w and covariance matrix covar for computing risk.
  2. Get overall optimization info for GMV portfolio.
  3. Iterate through optimal weights for GMV portfolio in order to round them for a 6 digits after coma.

Tarea

  1. Perform multiplication of vector w and covariance matrix covar for computing risk.
  2. Get overall optimization info for GMV portfolio.
  3. Iterate through optimal weights for GMV portfolio in order to round them for a 6 digits after coma.

Cambia al escritorio para practicar en el mundo realContinúe desde donde se encuentra utilizando una de las siguientes opciones

¿Todo estuvo claro?

Sección 2. Capítulo 4
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Challenge: 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, which could be computed using the following expression:

Tarea

  1. Perform multiplication of vector w and covariance matrix covar for computing risk.
  2. Get overall optimization info for GMV portfolio.
  3. Iterate through optimal weights for GMV portfolio in order to round them for a 6 digits after coma.

Tarea

  1. Perform multiplication of vector w and covariance matrix covar for computing risk.
  2. Get overall optimization info for GMV portfolio.
  3. Iterate through optimal weights for GMV portfolio in order to round them for a 6 digits after coma.

Cambia al escritorio para practicar en el mundo realContinúe desde donde se encuentra utilizando una de las siguientes opciones

¿Todo estuvo claro?

Sección 2. Capítulo 4
toggle bottom row

Challenge: 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, which could be computed using the following expression:

Tarea

  1. Perform multiplication of vector w and covariance matrix covar for computing risk.
  2. Get overall optimization info for GMV portfolio.
  3. Iterate through optimal weights for GMV portfolio in order to round them for a 6 digits after coma.

Tarea

  1. Perform multiplication of vector w and covariance matrix covar for computing risk.
  2. Get overall optimization info for GMV portfolio.
  3. Iterate through optimal weights for GMV portfolio in order to round them for a 6 digits after coma.

Cambia al escritorio para practicar en el mundo realContinúe desde donde se encuentra utilizando una de las siguientes opciones

¿Todo estuvo claro?

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, which could be computed using the following expression:

Tarea

  1. Perform multiplication of vector w and covariance matrix covar for computing risk.
  2. Get overall optimization info for GMV portfolio.
  3. Iterate through optimal weights for GMV portfolio in order to round them for a 6 digits after coma.

Cambia al escritorio para practicar en el mundo realContinúe desde donde se encuentra utilizando una de las siguientes opciones
Sección 2. Capítulo 4
Cambia al escritorio para practicar en el mundo realContinúe desde donde se encuentra utilizando una de las siguientes opciones
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