finance-courses

Notes and examples of the financial courses from the EDHEC Business School on portfolio construction with python on Coursera. The courses are part of the Investment Management with Python and Machine Learning Specialization: https://www.coursera.org/specializations/investment-management-python-machine-learning

First course: Introduction to Portfolio Construction and Analysis with Python,

Link: https://www.coursera.org/learn/introduction-portfolio-construction-python.

Topics:

1. Returns and Value at Risk
2. Introduction to Portfolio Optimization
3. Beyond diversification
4. Introduction to Asset-Liability Management

Second course: Advanced Portfolio Construction and Analysis with Python,

Link: https://www.coursera.org/learn/advanced-portfolio-construction-python.

Topics:

1. Style & Factors
2. Robust estimates for the covariance matrix
3. Robust estimates for expected returns
4. Portfolio optimization in practice

Third course: Python and Machine Learning for Asset Management

Link: https://www.coursera.org/learn/python-machine-learning-for-investment-management

Topics:

1. Introducing the fundamentals of machine learning
2. Machine Learning techniques for robust estimation of factor models
3. Machine Learning techniques for efficient portfolio diversification
4. Machine Learning techniques for regime analysis
5. Identifying recession, crash regimes and feature selection