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Learner Reviews & Feedback for Advanced Portfolio Construction and Analysis with Python by EDHEC Business School

4.7
stars
485 ratings

About the Course

The practice of investment management has been transformed in recent years by computational methods. Instead of merely explaining the science, we help you build on that foundation in a practical manner, with an emphasis on the hands-on implementation of those ideas in the Python programming language. In this course, we cover the estimation, of risk and return parameters for meaningful portfolio decisions, and also introduce a variety of state-of-the-art portfolio construction techniques that have proven popular in investment management and portfolio construction due to their enhanced robustness. As we cover the theory and math in lecture videos, we'll also implement the concepts in Python, and you'll be able to code along with us so that you have a deep and practical understanding of how those methods work. By the time you are done, not only will you have a foundational understanding of modern computational methods in investment management, you'll have practical mastery in the implementation of those methods. If you follow along and implement all the lab exercises, you will complete the course with a powerful toolkit that you will be able to use to perform your own analysis and build your own implementations and perhaps even use your newly acquired knowledge to improve on current methods....

Top reviews

LT

Feb 17, 2021

Good overview on portfolio theory with some of the latest trends (multi-factor models) and Python Lab sessions follow the same logic than the first course, with good tips and good timing.

MM

Apr 13, 2020

Loved how this course was presented. It built well off of the first course and provided labs that let me explore the content. I really enjoyed how Lionel and Vijay presented the material.

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26 - 50 of 126 Reviews for Advanced Portfolio Construction and Analysis with Python

By SMRUTI R D

May 26, 2021

This is an excellent course covering different approaches to portfolio construction with emphasis on both theory and practice. The Lab sessions covering coding in Python to translate theories in to practice are very informative and useful. Anyone interested in the topic will enjoy this program.

By Tasnim B H

Sep 18, 2022

Just WOW ! literally the best programming-finance course you could take . Extremely enriching and all concepts have been put into practice . and words fail me to describe how well the instructors explained these concepts . Dr.Vijay and Dr.Lionel are simply heroes ! Thank you ...

By Palito J E

Jul 8, 2021

The course is great, its combine the teoritcal approach with an application in python. And compare the backtest result from the portfolio constructed within the different scenario. I guess it would be valuable both in career progression, or for personal portfolio construction.

By Carlos D

Dec 27, 2020

It was an incredible and very rich course, the only thing that I'd add is the math behind the optimization processes, like the original quadratic program on the Equal Risk Contribution weighting and other custom weightings that may be hard to follow only with the Python code.

By Jerry H

May 8, 2020

Absolutely enjoyed the course, learned new concepts and new perspectives on methodologies I already knew and used. Would have like to see them go a bit further into more advanced portfolio construction techniques. One more week building on week 4 would have been great.

By Rodrigo F R

Sep 20, 2020

Very well-structured MOOC. Both Lionel and Vijay are the best! The course program and material are very well organized and covers each objective in detail. They could create a good balance between Portfolio Risk Management theory and practical application using Python.

By Tim E

May 11, 2022

Brilliant course and I would highly recommend to anyone seeking an overview of some reasonably complex aspects of portfolio construction explained in a very intuitive and approachable manner, reiterated through detailed practical examples in the Python lab sessions.

By David C V

Jan 28, 2024

An excellent course, it strikes the perfect balance between theory and practice and one gets a thorough perspective on portfolio construction. The best part was the easily applicable software, that one can almost directly apply to his own datasets.

By anurag j

May 28, 2020

Loved every bit of the course, the use of python greatly enhanced the experience both in learning the concepts with granularity and how to employ the concepts learnt here in real world. One of the best course i have been through. Thank you!

By Kazuto A

Jun 14, 2020

Again, Excellent Course.

Very useful python codes at your disposal.

Quiz are well organized that you cannot just copy and paste the codes you learn, but it will test whether you can apply what you learn to solve the advanced problems.

By Mauricio Q F

Jul 10, 2020

Es un curso muy bueno además de que tiene el nivel justo entre lo complejo que se puede volver el pasar los conceptos a código pero combinado con la explicación entre las sesiones de laboratorio y las clases

By Salvatore L

Jan 5, 2021

Thanks to the professors I now have a better understanding of portfolio construction, in particular factor investing, black-litterman model and risk parity and I am now able to apply these models on python.

By ALBERTO F

Sep 8, 2021

this course contains very interesting and useful tools for portfolio management that sometimes are difficult to learn or teach in a single university course. very interesting growth experience.

By Liu L

Sep 5, 2021

This course gives a good understanding of Fama-French, GARCH, Black-Litterman and risk parity models among many others, not only theoretically, but also through hands-on Lab sessions.

By Dwaipayan B

May 5, 2020

This course teaches a great approach to portfolio construction. Crisp course content makes learning even more convenient. My sincere regards to the team behind this noble task,

By Roberto S

Feb 28, 2021

Great course, nice balance between the theory (which is well explained) and the practical (python jupyter notebooks where you need to explore to gain a good understanding)

By M. W

Apr 12, 2020

Really appreciated from both of the instructors, from thier very high level of theory and practical programming skills. Hoping to use these khowledge in pracsis some days.

By PALLAVIT R

Jun 30, 2020

Fantastic portfolio construction techniques, although black letterman model could have been explained better . Overall great course with real world financial applications

By Shengyang X

Nov 30, 2020

It's very powerful course. The course taught portfolio analysis with practice using Python, so I learnt portfolio analysis knowledge and Python coding simultanepusly.

By MAHESH B

Sep 2, 2020

This is one the best course to learn how to implement portfolio optimization in real world. Thank you Edhec Risk Institute and Coursera for such a beautiful course.

By Rehan I

Apr 2, 2020

Another excellent course. One thing I would have liked to have is longer lab session videos like in MOOC 1 to ensure we can re-create the notebooks as we go along.

By CarloNicolini

Feb 1, 2021

Really a great course, instructors video then are a great resource. I'd have liked more mathematical analysis but I understand it could have gone beyond scope.

By Yaron K

Oct 8, 2020

An in depth explanation of factor models and alternative measures of portfolio diversity, with excellent explanations of the accompanying Python notebooks.

By Jason

Jun 22, 2021

Very good course and well taught. Vijay and Lionel are great communicators. I have enjoyed the course a lot and learned a great deal. Thank you both.

By Nikolay N

Mar 7, 2020

Very interesting course with a lot practice stuff. A very proficient mentors with strong theoretical background in finance and good Python skills.