Portfolio Construction and Optimization with Python

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.