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Recap

1. Recap

Let's do a short recap of what you've learned in this course.

2. Chapter 1: Calculating risk and return

At the start of this course you learned about what a portfolio is, what diversification is, and learned how to calculate portfolio returns and variance.

3. Chapter 2: Diving deep into risk measures

In chapter 2, you learned about the importance of annualizing risk and returns, and learned what risk adjusted returns are. You then created alternative measures of portfolio risk, with the help Skewness, Kurtosis, downside risk and maximum draw-down.

4. Chapter 3: Breaking down performance

In chapter 3 you discovered concepts like active weights and investment factors. You broke down portfolio returns using the Fama French factor model and explored Quantopian's pyfolio tool.

5. Chapter 4: Finding the optimal portfolio

And finally, in this chapter you learned how to optimize portfolios for risk and return, by using Markowitz' optimization problem.

6. Continued learning

For continued learning I can advise you to have a look at the course on portfolio risk management in Python, which dives deeper some of the topics of this course. Quantopian's lecture series is another great source for learning about portfolio management and risk analysis. And last, make sure to continue to practice working with tools like Pyfolio and PyPortfolioOpt as you learn the most by doing.

7. End of this course

Thank you for following this course, I hope you learned a lot and good luck on your continued learning journey.