Quantitative Finance: Build Portfolios Using Python

Financial Instruments, Modern Portfolio Theory, CAPM, Derivatives, Risk Management

What you'll learn

• Grasp the fundamentals of quantitative finance and financial instruments.
• Understand the Time Value of Money (TVM) and its role in decision-making.
• Analyze financial risk and returns with Python tools.
• Visualize stock prices, trends, and financial data using Python libraries.
• Build optimized portfolios using the Efficient Frontier and diversification.
• Apply the Capital Asset Pricing Model (CAPM) to estimate expected returns.
• Differentiate systematic and unsystematic risks and their impact on investments.
• Explore derivatives like options, futures, and swaps for hedging strategies.
• Master the Black-Scholes Model for option pricing.
• Calculate and interpret option Greeks for risk assessment.
• Simulate asset prices with Monte Carlo methods.
• Measure portfolio risks using Value at Risk (VaR) and Conditional VaR (CVaR).
• Gain practical skills to apply quantitative methods in real-world investments.

Requirements

• You should have an interest in quantitative finance, along with a curiosity for mathematics and programming!
• Only basic knowledge of python is required. You don't need to be an expert, the coding lectures will be easy to understand even if you are new to python.

Description

Unlock the world of Quantitative Finance and take your skills to the next level with our comprehensive course, Quantitative Finance: Build Portfolios Using Python. Designed for beginners, this course demystifies the complex world of financial theory and equips you with practical tools to make data-driven decisions in the financial markets.

You’ll start with the fundamentals, exploring financial instruments like stocks, bonds, and derivatives. From there, you’ll delve into the Time Value of Money (TVM), understanding how money grows over time and how to evaluate investments. Moving forward, you’ll master concepts of risk and return, learning how to quantify risks and measure portfolio performance.

Our deep dive into Portfolio Theory will teach you how to construct an efficient portfolio, plot the Efficient Frontier, and find optimal risk-return combinations. You’ll also explore the Capital Asset Pricing Model (CAPM) and Security Market Line (SML) to assess asset performance.

In the Derivatives section, you’ll gain insight into options, futures, and swaps, and implement the Black-Scholes Model (BSM) to price options. We’ll also discuss real-world applications.

Additionally, the course introduces Risk Management concepts, focusing on Value at Risk (VaR) and Conditional VaR (CVaR), ensuring you’re equipped to manage uncertainty in the markets.

Throughout the course, you’ll use Python as your toolkit, leveraging libraries like Plotly, Pandas, and YFinance for financial analysis, visualisation and optimisation. By the end, you’ll have a strong foundation in quantitative finance and the skills to build, analyse, and optimise investment portfolios.

Join now and take the first step toward mastering the intersection of finance and technology!

Who this course is for:

Anyone eager to explore the fundamentals of financial engineering!