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finance-courses

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Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)

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# 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

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