This is a short course about Quant Investment using Python.
- Introduction to Quant finance and programming using Python. Simple financial modelling.
- The concepts of financial risk. Risk management and return forecasting.
- Portfolio optimization and its application.
- L1: Python basics for quant investment
- L2: Data downloading and Frame data manipulation
- L3: Financial modelling basics
- Linear regression model
- Logistic regression model
- L4: Risk modelling I
- L5: Risk modelling II
- L6: Expected Return / Alpha signals
- L7: Portfolio optimization I
- L8: Portfolio optimization II