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Introduction to Financial Portfolio Management with Python
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Conteúdo do Curso

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 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, which could be computed, using the following expression:

Tarefa

  1. Compute sum of weighted returns in order to compute overall portfolio return while computing Sharpe ratio.
  2. Get overall optimization info for MSR portfolio.
  3. Iterate through optimal weights for MSR portfolio in order to round them for a 6 digits after coma.

Tarefa

  1. Compute sum of weighted returns in order to compute overall portfolio return while computing Sharpe ratio.
  2. Get overall optimization info for MSR portfolio.
  3. Iterate through optimal weights for MSR portfolio in order to round them for a 6 digits after coma.

Mude para o desktop para praticar no mundo realContinue de onde você está usando uma das opções abaixo

Tudo estava claro?

Seção 2. Capítulo 5
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Challenge: 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, which could be computed, using the following expression:

Tarefa

  1. Compute sum of weighted returns in order to compute overall portfolio return while computing Sharpe ratio.
  2. Get overall optimization info for MSR portfolio.
  3. Iterate through optimal weights for MSR portfolio in order to round them for a 6 digits after coma.

Tarefa

  1. Compute sum of weighted returns in order to compute overall portfolio return while computing Sharpe ratio.
  2. Get overall optimization info for MSR portfolio.
  3. Iterate through optimal weights for MSR portfolio in order to round them for a 6 digits after coma.

Mude para o desktop para praticar no mundo realContinue de onde você está usando uma das opções abaixo

Tudo estava claro?

Seção 2. Capítulo 5
toggle bottom row

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

Tarefa

  1. Compute sum of weighted returns in order to compute overall portfolio return while computing Sharpe ratio.
  2. Get overall optimization info for MSR portfolio.
  3. Iterate through optimal weights for MSR portfolio in order to round them for a 6 digits after coma.

Tarefa

  1. Compute sum of weighted returns in order to compute overall portfolio return while computing Sharpe ratio.
  2. Get overall optimization info for MSR portfolio.
  3. Iterate through optimal weights for MSR portfolio in order to round them for a 6 digits after coma.

Mude para o desktop para praticar no mundo realContinue de onde você está usando uma das opções abaixo

Tudo estava claro?

After we've computed GMV portfolio in the previous chapter, it's time to compute MSR portfolio, which provides the highest Sharpe ratio, which could be computed, using the following expression:

Tarefa

  1. Compute sum of weighted returns in order to compute overall portfolio return while computing Sharpe ratio.
  2. Get overall optimization info for MSR portfolio.
  3. Iterate through optimal weights for MSR portfolio in order to round them for a 6 digits after coma.

Mude para o desktop para praticar no mundo realContinue de onde você está usando uma das opções abaixo
Seção 2. Capítulo 5
Mude para o desktop para praticar no mundo realContinue de onde você está usando uma das opções abaixo
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