What you'll learn:
- Optimize for the highest Sharpe ratio in a real data portfolio using Excel´s Solver Add-in and R´s fPortfolio package
- Understand and Operationalize Markowitz´s Portfolio Theory
- Calculate Variance and Sharpe ratio for a twenty-asset portfolio
- Compute Covariance and Correlation of two assets
- Calculate Value at Risk (VaR) of a Portfolio
- Learn basic Vector Algebra (Matrix Multiplication)
Elevate Your Financial Analysis Skills with Our Updated Course: "Investment Portfolio Optimization in Excel, R, Python & ChatGPT"
Are you poised to master the nuanced art of asset portfolio optimization, leveraging cutting-edge market data to maximize expected returns while expertly minimizing risk? Dive deep into the updated and enriched course, "Investment Portfolio Optimization in Excel, R, and Beyond." I am Carlos Martinez, your guide and mentor through this journey, armed with a Ph.D. in Management from the prestigious University of St. Gallen in Switzerland. My academic journey has been adorned with presentations at esteemed conferences worldwide, and my expertise is solidified by co-authoring over 25 teaching cases featured in Harvard and Michigan's revered case bases.
What's New? In our commitment to staying at the forefront of financial education, we've introduced a groundbreaking section that harnesses the power of Python's PyPortfolioOpt, ChatGPT, and the latest market data from European and Indian stock portfolios. This update not only broadens the course's geographical scope but also enriches your learning experience with a hands-on approach, featuring tasks accompanied by solutions to enhance practical understanding.
Course Highlights:
Engaging Presentations & Tutorials: Delve into investment portfolio optimization with compelling content and in-depth tutorials.
Practical Learning-by-Doing: Construct optimal portfolios using real-time prices from leading companies across Europe and India, with tasks designed to apply theoretical knowledge practically.
Comprehensive Resources: Gain exclusive access to video content, Excel files, R codes, and now Python scripts, developed throughout the course.
Solutions to Challenging Assignments: Evaluate your progress confidently with solutions to new and existing assignments, designed to test your application of the concepts learned.
Theoretical Foundations & Advanced Applications: Starting with a two-asset portfolio, we progressively tackle a 20-asset portfolio, leveraging R's fPortfolio package and Python's PyPortfolioOpt for automated computations.
Who Should Enroll? This course is meticulously designed for university students and professionals in numerical fields aiming to excel in financial analysis or venture into the dynamic world of risk asset investments. A foundational understanding of spreadsheets, R, and now Python is beneficial, though an introductory segment on vector algebra ensures the course remains accessible to a wide audience.
Take the Leap: Are you ready to transcend traditional financial analysis and embrace the future with Excel, R, and Python? Join us on this transformative educational journey to unlock the full potential of investment portfolio optimization. I eagerly await the opportunity to guide you towards unparalleled success in the financial domain.
Embark on this updated course to not only enhance your expertise but also to position yourself at the cutting edge of financial analytics. See you in class!
