Portfolio Optimization of volatile assets: Efficient Frontier (Python)
Dive into the dynamics of portfolio optimization, focusing on volatile assets using Python to master the Efficient Frontier technique.
Prabhakaran SPrincipal Data Scientist
Included in All-Access, one membership for every course.
- Lessons
- 16, in 3 chapters
- Video
- 1 h 12 min
- Certificate
- On completion
What you'll be able to do
- Efficient Frontier theory and its application
- Techniques to assess and manage risk in investment portfolios
- Techniques to assess and manage risk in investment portfolios
- Strategies for diversifying investments to maximize returns
- Hands on reproducible Python Codes
- Insight into advanced portfolio optimization concepts
Course content
3 chapters · 16 lessons · 1 h 12 min
01Getting started4 lessons · 26 min
- What is a portfolio?14:59
- Download Resources1:00
- Modern Portfolio Theory (MPT)5:30
- What is Efficient Frontier?4:01
02Understanding with simpler example5 lessons · 21 min
- Data Pull3:09
- Why Log of Perct Change?10:06
- Variance, Volatility2:45
- Expected Returns3:47
- Course Review1:00
03Building Optimal Portfolio7 lessons · 28 min
- Problem Statement1:44
- Covariance and Correlation Matrix1:44
- Portfolio Variance1:25
- Portfolio expected returns2:46
- The Efficient Frontier12:11
- Sharpe Ratio2:16
- Optimal Risky Portfolio5:36
What you need
- Basics of Python
- Foundational knowledge of Data Science
- High school maths
Who this course is for
- Data Science Aspirants
- Data Science Professionals
- Software/Data engineers interested in quantitative analysis
- Professionals working with large datasets
- Data analysts, economists, researchers
Your instructor
Prabhakaran S
Principal Data Scientist
My name is Selva, and I am super excited to mentor you on this course!
I head the Data Science team for a global Fortune 500 company and over the last 10 years of my data science experience I've deployed 20+ global products. I'm also the Founder and Chief Author of Machine Learning Plus, which has over 4M annual readers.
I specialize in covering the in-depth intuition and maths of any concept or algorithm. And based on my existing student requests, I've put up the series of courses and projects with detailed explanations, just like on-the-job experience. Hope you love it!
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Questions
How do I get this course?
It is part of All-Access: one membership that opens all 85 courses. The plans and prices are on our course site. You can watch the free preview lessons before you join.
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Yes. If the membership is not right for you, ask for a refund within 30 days of your first payment.
Can I learn on my phone?
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I am already a member. Where are my courses?
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