Portfolio Construction and Optimization with Python
What you'll learn
- Learn to calculate Risk adjusted Portfolio returns
- Learn to Optimize portfolio weights
- Learn to leverage Matrix Algebra to construct an Optimal Portfolio
- Apply Finance Theory to Practice
- You should have at least basic Python skills
- You need a basic understanding of statistics and algebra (not more than High school)
What is this course about?
In this 1 hour crash course I am going over the whole process of setting up a Portfolio Optimization with Python step by step. I am doing it hands on showing all calculation steps besides to get the best understanding of all steps involved possible.
You will learn:
- How stock returns are calculated and why log returns are used
- How to pull stock prices and calculate relevant metrics
- How to calculate Portfolio Return and Variance (/Portfolio risk)
- How to compare a Portfolio of weighted assets with single assets
- How to build a whole Optimization by minimizing the Sharpe Ratio (risk adjusted return)
- How to build a Optimization from scratch (besides using a solver)
- How to split your dataset so that you optimize on seen data and test on unseen data
Why should I be your constructor?
I got years of experience coding in Python both teaching but also several years of actually working in the field.
Besides currently working in the field I wrote my Master Thesis on a quantitative Finance topic and got a YouTube channel teaching Algorithmic Trading and Data Science hands-on tutorials with over 75.000 subscribers.
Why this course?
This course is giving you a non-time wasting hands-on approach on Portfolio Optimization with Python.
Any questions coming up?
If you got any questions please feel free to reach out! I am happy to hear from you.
Who this course is for:
- Course is for everyone interested in Portfolio Theory, Algebra, Financial Programming and Portfolio Optimization
Welcome to my world of Financial Data Science! I'm thrilled to connect with fellow enthusiasts eager to navigate the dynamic intersection of finance and technology. Currently employed full-time in a leading trading company, I bring to the table years of hands-on experience and a wealth of insights into the intricate interplay between financial markets and cutting-edge data science.
With a robust foundation supported by two university degrees, my journey has equipped me with the expertise needed to excel in this field. As a testament to my commitment to knowledge sharing, I host a YouTube channel dedicated to these topics, boasting over 110k subscribers. This platform allows me to distill complex concepts into digestible content, further enhancing the learning experience.
In the fast-paced realm of finance, where staying ahead requires a unique blend of financial acumen and technical prowess, my dual academic background, practical experience, and online presence set the stage for a comprehensive and insightful learning experience.
Whether you're a seasoned finance professional seeking to elevate your skill set or an enthusiast eager to explore the convergence of finance and technology, my courses are is tailored to meet your needs.
Join me on this exciting journey, where you'll not only grasp the theoretical foundations of financial data science but also gain the confidence to apply these concepts in your professional endeavors. As someone actively engaged in the daily intricacies of a trading company and with a significant online following, I understand the demands of the industry and have tailored this course to ensure its relevance and applicability in your day-to-day operations.
Embark on this transformative learning experience with me, where we unravel the complexities of financial data science, drawing on my years of experience, academic background, and online presence, one Python script at a time. I look forward to being your guide on this exhilarating journey to mastery in Python for Finance and Data Science.