Programme Content
MOOC 1 : INTRODUCTION TO PORTFOLIO CONSTRUCTION AND ANALYSIS WITH PYTHON
Gain an intuitive understanding for the underlying theory behind Modern Portfolio Construction Techniques
Utilize powerful Python optimization libraries to build scientifically and systematically diversified portfolios
Write custom Python code to estimate risk and return parameters
Build custom utilities in Python to test and compare portfolio strategies
MOOC 2 : ADVANCED PORTFOLIO CONSTRUCTION AND ANALYSIS WITH PYTHON
Analyze style and factor exposures of portfolios
Implement Black-Litterman portfolio construction analysis
Implement robust estimates for the covariance matrix
Implement a variety of robust portfolio construction models
MOOC 3 : PYTHON MACHINE-LEARNING FOR INVESTMENT MANAGEMENT
Learn the principles of supervised and unsupervised machine learning techniques to financial data sets
Utilize powerful Python libraries to implement machine learning algorithms in case studies
Understand the basis of logistical regression and ML algorithms for classifying variables into one of two outcomes
Learn about factor models and regime switching models and their use in investment management
MOOC 4 : PYTHON MACHINE-LEARNING FOR INVESTMENT MANAGEMENT WITH ALTERNATIVE DATASETS
Learn why alternative data could be useful in financial market applications,
Utilizing various types of alternative data to identify behaviour, predict return and asses risks.
Perform (alternative) data analysis using Python (and libraries), replicate relevant data analysis sections of seminal academic and practiocioner work.
Gain an understanding of advanced data analytics methodologies, visualization and quantitative modeling applied to alternative data in finance
Mooc 1
Introduction to portfolio construction and analysis with python
Mooc 2
Advanced portfolio construction and analysis with python
Mooc 3
Python machine-learning for investment management
Mooc 4
Python machine-learning for investment management with alternative datasets
