Learn about the fundamentals of investment risk and financial return distributions.

Financial returns

Financial timeseries data

Calculating financial returns

Return distributions

Mean, variance, and normal distribution

First moment: Mu

Second moment: Variance

Annualizing variance

Skewness and kurtosis

Third moment: Skewness

Fourth moment: Kurtosis

Statistical tests for normality

Univariate Investment Risk and Returns

Level up your understanding of investing by constructing portfolios of assets to enhance your risk-adjusted returns.

Portfolio composition and backtesting

Calculating portfolio returns

Equal weighted portfolios

Market-cap weighted portfolios

Correlation and co-variance

The correlation matrix

The co-variance matrix

Portfolio standard deviation

Markowitz portfolios

The efficient frontier

Sharpe ratios

The MSR portfolio

The GMV portfolio

Portfolio Investing

Learn about the main factors that influence the returns of your portfolios and how to quantify your portfolio's exposure to these factors.

The Capital Asset Pricing model

Excess returns

Calculating beta using co-variance

Calculating beta with CAPM

Adjusted R-squared

Alpha and multi-factor models

The Fama French 3-factor model

p-values and coefficients

Economic intuition in factor modeling

The efficient market and alpha

Expanding the 3-factor model

The 5-factor model

Alpha vs R-squared

Factor Investing

In this chapter, you will learn two different methods to estimate the probability of sustaining losses and the expected values of those losses for a given asset or portfolio of assets. 

Estimating tail risk

Historical drawdown

Historical value at risk

Historical expected shortfall

VaR extensions

Changing VaR and CVaR quantiles

Parametric VaR

Scaling risk estimates

Random walks

A random walk simulation

Monte Carlo simulations

Monte Carlo VaR

Understanding risk

Value at Risk

All returns (2017)

Efficient Frontier Portfolios

Fama-French factors

Microsoft prices

ETF of oil prices (UFO)

This course will teach you how to evaluate basic portfolio risk and returns like a quantitative analyst on Wall Street. This is the most critical step towards being able to fully automate your portfolio construction and management processes. Discover what factors are driving your portfolio returns, construct market-cap weighted equity portfolios, and learn how to forecast and hedge market risk via scenario generation.

Introduction to Financial Concepts in Python

Manipulating Time Series Data in Python

Evaluate portfolio risk and returns, construct market-cap weighted equity portfolios and learn how to forecast and hedge market risk via scenario generation

Introduction to Portfolio Risk Management in Python

Evaluate portfolio risk and returns, construct market-cap weighted equity portfolios and learn how to forecast and hedge market risk via scenario generation.

Finanças Aplicadas em Python

Quantitative Analyst | QuantCourse.com

The Fama-French 3 factor Model

The Fama-French 3 factor model

The Fama-French 3 factor model in Python

P-values and statistical significance

Extracting coefficients

Alpha and the efficient market hypothesis

Let's practice!

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Factor Investing - Alpha and multi-factor models

Alpha and multi-factor models

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