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.

Portföy bileşimi ve geriye dönük test

Portföy getirilerini hesaplama

Eşit ağırlıklı portföyler

Piyasa değeri ağırlıklı portföyler

Korelasyon ve kovaryans

Korelasyon matrisi

Ortak varyans matrisi

Portföy standart sapması

Markowitz portföyleri

Etkin sınır

Sharpe oranları

MSR portföyü

GMV portföyü

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)

Bu kurs, Wall Street’teki bir nicel analist gibi temel portföy riski ve getirilerini nasıl değerlendireceğini öğretecek. Bu, portföy oluşturma ve yönetim süreçlerini tamamen otomatikleştirmeye giden en kritik adımdır. Portföy getirilerini hangi faktörlerin yönlendirdiğini keşfet, piyasa değeri ağırlıklı hisse senedi portföyleri oluştur ve senaryo üretimi yoluyla piyasa riskini nasıl tahmin edip hedge edeceğini öğren.

Introduction to Financial Concepts in Python

Manipulating Time Series Data in Python

Portföy riskini ve getirilerini değerlendirin, piyasa değeri ağırlıklı portföyler oluşturun.

Python ile Portföy Risk Yönetimine Giriş

Uygulamalı Finans Python'da

Quantitative Analyst | QuantCourse.com

Portfolio composition and backtesting

Calculating portfolio returns

Calculating portfolio returns in Python

Equally weighted portfolios in Python

Plotting portfolio returns in Python

Plotting portfolio cumulative returns

Market capitalization

Market-cap weighted portfolios

Market-Cap weights in Python

Let's practice!

Portfolio Investing - Portföy bileşimi ve geriye dönük test

Portföy bileşimi ve geriye dönük test

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