Introduction to Portfolio Construction and Analysis with Python

In recent years, computational methods have revolutionized investment management. This course will provide an overview of the science behind investment management. It will also help you to understand the scientific foundation. Instead of explaining the science, however, we will help you to build upon that foundation in an a practical way, with an emphasis being on the implementation of those ideas using the Python programming language.

This is the first of four courses in a specialization in Data Science & Machine Learning in Asset Management. However, it can also be taken separately. This course will cover Investment Science basics and provide practical examples of each concept. We will start with the basics of risk and return, and then move quickly to cover many topics, including some Nobel Prize-winning concepts. We will cover the most common and practical methods in modern portfolio management and investment management. We'll cover the theory and math through lecture videos. Then we'll implement the concepts using Python. You'll be able code with us to gain a deeper and more practical understanding of these methods. You will have a solid understanding of the modern methods of investment management and a practical grasp of how to implement them.