Introduction to Portfolio Risk Management in Python

Overview

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

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.

Syllabus

Univariate Investment Risk and Returns

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

Portfolio Investing

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

Factor Investing

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

Value at Risk

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.