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Data Science and Optimization
Recommended resources
The freely available resources this course will direct you to.
- Why You Need an Investment Policy Statement ASAP (and How To Write One)www.youtube.com
- CFA® Level I Portfolio Management - Portfolio Management Processwww.youtube.com
- Active Equity Investing: Portfolio Construction | CFA Institutewww.cfainstitute.org
- [PDF] INVESTMENT POLICY STATEMENTregents.universityofcalifornia.edu
- Pandas Time Series Analysis 3: Holidayswww.youtube.com
- Python Pandas Tutorial (Part 10): Working with Dates and Time Series Datawww.youtube.com
Module 2
Estimating Returns and Risk Under Sampling Error
Module 3
Mean–Variance Optimization from Mathematics to Code
Module 4
Practical Rebalancing, Bayesian Views, and Robustness
Module 5
Alternative Portfolio Objectives and Risk Allocations
Module 6
Backtesting Without False Discoveries
Module 7
Factor Models, Attribution, and Stress Testing
Module 8
Machine Learning Signals for Portfolio Construction
Module 9
Reproducible Quant Research Engineering
Module 10