Description
About Course:
Course Contents:
- Section 1 Introduction
- Section 2 Basics of Portfolio Construction
- Section 3 Modern Portfolio Theory
- Section 4 Kelly Criterion
- Section 5 Live Trading on Blueshift
- Section 6 Live Trading Template
- Section 7 Risk Parity
- Section 8 Beta
- Section 9 Capital Asset Pricing Model (CAPM)
- Section 10 Fama-French Three- Factor Model
- Section 11 Fama-French Five-Factor Model
- Section 12 Factor Investing
- Section 13 Multi Factor Model
- Section 14 Portfolio Performance Analysis
- Section 15(Optional) Run Codes Locally on Your Machine
- Section 16 Capstone Project
- Section 17 Summary
SKILLS COVERED
Portfolio Management
- Multi-Factor Strategy
- Kelly Criterion
- Risk Parity
- Fama-French Three-Factor Model
- Modern Portfolio Theory
Underlying Math
- Linear Regression, Maximum Drawdown
- Annualised Volatility
- Covariance, Beta
- Skewness, Kurtosis
- Treynor Ratio, Information Ratio
Computation Skills
- Pandas, NumPy, Math
- OLS
- CVXPY
- Data Importing
- Data Visualisation
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