Portfolio Optimization: Excel, R, Python & ChatGPT
What you'll learn
- Optimize for the highest Sharpe ratio in a real data portfolio using Excel´s Solver Add-in and R´s fPortfolio package
- Understand and Operationalize Markowitz´s Portfolio Theory
- Calculate Variance and Sharpe ratio for a twenty-asset portfolio
- Compute Covariance and Correlation of two assets
- Calculate Value at Risk (VaR) of a Portfolio
- Learn basic Vector Algebra (Matrix Multiplication)
Requirements
- Basic knowledge of Microsoft Excel: Familiarity with spreadsheet functions and formulas will be helpful for understanding and implementing portfolio optimization techniques using Excel's Solver Add-in.
- Basic understanding of R programming (Not mandatory): Although not mandatory, having a basic knowledge of R programming will enable you to effectively utilize R's fPortfolio package for portfolio optimization.
- Desire to learn and optimize investment portfolios: A strong interest in investment management and a willingness to learn and apply portfolio optimization techniques will enhance your experience and enable you to derive maximum benefit from the course.
- This course is designed to cater to both beginners and experienced individuals interested in portfolio optimization. The prerequisites are kept at a minimum to ensure accessibility and provide an opportunity for beginners to grasp the concepts and techniques covered.
Description
Elevate Your Financial Analysis Skills with Our Updated Course: "Investment Portfolio Optimization in Excel, R, Python & ChatGPT"
Are you poised to master the nuanced art of asset portfolio optimization, leveraging cutting-edge market data to maximize expected returns while expertly minimizing risk? Dive deep into the updated and enriched course, "Investment Portfolio Optimization in Excel, R, and Beyond." I am Carlos Martinez, your guide and mentor through this journey, armed with a Ph.D. in Management from the prestigious University of St. Gallen in Switzerland. My academic journey has been adorned with presentations at esteemed conferences worldwide, and my expertise is solidified by co-authoring over 25 teaching cases featured in Harvard and Michigan's revered case bases.
What's New? In our commitment to staying at the forefront of financial education, we've introduced a groundbreaking section that harnesses the power of Python's PyPortfolioOpt, ChatGPT, and the latest market data from European and Indian stock portfolios. This update not only broadens the course's geographical scope but also enriches your learning experience with a hands-on approach, featuring tasks accompanied by solutions to enhance practical understanding.
Course Highlights:
Engaging Presentations & Tutorials: Delve into investment portfolio optimization with compelling content and in-depth tutorials.
Practical Learning-by-Doing: Construct optimal portfolios using real-time prices from leading companies across Europe and India, with tasks designed to apply theoretical knowledge practically.
Comprehensive Resources: Gain exclusive access to video content, Excel files, R codes, and now Python scripts, developed throughout the course.
Solutions to Challenging Assignments: Evaluate your progress confidently with solutions to new and existing assignments, designed to test your application of the concepts learned.
Theoretical Foundations & Advanced Applications: Starting with a two-asset portfolio, we progressively tackle a 20-asset portfolio, leveraging R's fPortfolio package and Python's PyPortfolioOpt for automated computations.
Who Should Enroll? This course is meticulously designed for university students and professionals in numerical fields aiming to excel in financial analysis or venture into the dynamic world of risk asset investments. A foundational understanding of spreadsheets, R, and now Python is beneficial, though an introductory segment on vector algebra ensures the course remains accessible to a wide audience.
Take the Leap: Are you ready to transcend traditional financial analysis and embrace the future with Excel, R, and Python? Join us on this transformative educational journey to unlock the full potential of investment portfolio optimization. I eagerly await the opportunity to guide you towards unparalleled success in the financial domain.
Embark on this updated course to not only enhance your expertise but also to position yourself at the cutting edge of financial analytics. See you in class!
Who this course is for:
- This course is designed for individuals who are interested in investment management and optimizing investment portfolios. The content is suitable for the following students:
- Finance professionals: Financial analysts, portfolio managers, investment advisors, and professionals working in the asset management industry who want to enhance their knowledge and skills in portfolio optimization techniques.
- Students pursuing finance or related degrees: Undergraduate and graduate students studying finance, economics, or other quantitative disciplines who want to gain a practical understanding of portfolio optimization methods and apply them in their academic or professional careers. This course has been highly beneficial for students pursuing finance master's programs at prestigious universities, as it complements their curriculum and helps them successfully complete their postgraduate studies.
- Quantitative analysts: Individuals with a background in quantitative analysis who want to expand their expertise in portfolio optimization using Excel's Solver Add-in and R's fPortfolio package.
- Individuals interested in personal finance: Individuals who are keen on managing their own investment portfolios and want to learn effective strategies for optimizing risk and return.
- Investment enthusiasts: Anyone with a general interest in investment management and a desire to understand the concepts and techniques behind portfolio optimization.
Instructors
- 4.6 Instructor Rating
- 8,870 Reviews
- 97,212 Students
- 54 Courses
(English profile below)
Carlos es un apasionado del método de casos de enseñanza, coautor de más de 25 de ellos en las áreas de finanzas, estrategia, operaciones y desarrollo sostenible. Algunos de estos han sido incluidos en las bases de casos de prestigiosas escuelas de negocio como Harvard, Michigan e IESE.
Es Ingeniero Industrial y Master en Finanzas de la Universidad Centroamericana, MBA con distinción de INCAE Business School y Ph.D. en Management de la Universidad de San Galo, Suiza. Ha orientado su investigación hacia el impacto de la información social, ambiental, y de gobierno corporativo (ESG) en los mercados financieros. También ha desarrollado estudios relacionados con el acceso al financiamiento emprendedor en contextos con vacíos institucionales.
Su investigación ha sido presentada en prestigiosas conferencias como el coloquio doctoral del Alliance for Research on Corporate Sustainability (MIT, EEUU), la conferencia especializada “From start-up to scale-up” del Academy of Management (University of Tel-Aviv, Israel), la tercera conferencia en Entrepreneurial Finance (Politecnico de Milano, Italia) y el Congreso Anual del European Accounting Association (Valencia, España).
Carlos es coautor de cinco artículos en revistas científicas arbitradas (peer-reviewed) y dos capítulos en libros de editoriales de prestigio (Edward Elgar y World Scientific Publishing). Su investigación ha sido citada por el International Integrated Reporting Council en documentos dirigidos a inversionistas institucionales. Adicionalmente, ha sido revisor ocasional de artículos científicos para varias revistas arbitradas.
*****
Carlos's passion lies in the teaching case method, and he has contributed to the creation of over 25 cases in diverse fields such as finance, strategy, operations, and sustainable development. Many of these cases have gained recognition and have been included in esteemed case databases, including those of Harvard and Michigan Universities.
Carlos holds a Bachelor's degree in Industrial Engineering and a Master's degree in Finance from the Central American University. He further pursued his education by earning an MBA with honors from INCAE Business School and a Ph.D. in Management from the University of St. Gallen in Switzerland. His research primarily focuses on investigating the impact of social, environmental, and corporate governance (ESG) information on financial markets. Additionally, he has conducted studies examining access to entrepreneurial financing in contexts characterized by institutional voids.
Carlos's research contributions have been showcased at prominent conferences such as the doctoral colloquium of the Alliance for Research on Corporate Sustainability at MIT, the specialized conference "From Start-up to Scale-up" organized by the Academy of Management at the University of Tel-Aviv in Israel, the third conference on Entrepreneurial Finance held at Politecnico di Milano in Italy, and the Annual Congress of the European Accounting Association in Valencia, Spain.
In terms of publications, Carlos has co-authored five articles in respected peer-reviewed journals and has contributed two chapters to books published by renowned publishers such as Edward Elgar and World Scientific Publishing. Notably, his research has been cited by the International Integrated Reporting Council in their documents targeted at institutional investors. Furthermore, he has served as an occasional reviewer for various peer-reviewed journals, lending his expertise to the evaluation of scientific articles.
- 4.6 Instructor Rating
- 8,854 Reviews
- 93,025 Students
- 53 Courses
Impulsa tu carrera con conocimientos clave en negocios y gestión.
¿Estás buscando destacar en un mundo laboral cada vez más competitivo?
Conmigo, podrás repasar y dominar los temas que realmente marcan la diferencia:
- Administración estratégica y operativa,
- Gestión de operaciones eficientes,
- Proyectos exitosos desde la planificación hasta la ejecución,
- Modelado de procesos para optimizar tu organización... ¡y mucho más!
Aprende a tu ritmo, desde cualquier lugar, con ejemplos aplicados, recursos descargables y acompañamiento docente.
¡Tu crecimiento profesional no puede esperar más?
Haz clic y empieza hoy mismo.
Nuevos retos te esperan, y estoy aquí para ayudarte a superarlos.