Portfolio Optimization: Excel, R, Python & ChatGPT

Investing, Trading, Finance, Stock Market, ETF, Excel Solver, R fPortfolio, Python PyPortfolioOpt yfinance, ChatGPT GPT

4.41 (140 reviews)
Udemy
platform
English
language
Investing & Trading
category
23,583
students
4.5 hours
content
Feb 2024
last update
$54.99
regular price

What you will 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)

Description

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!

Content

Markowitz´s Portfolio Theory

Welcome to the Course!
Section Introduction
Defining Stock Return & Risk
Retrieving Data From Yahoo! Finance
Calculating Stock Return & Risk
Defining Portfolio Return & Risk
Calculating Portfolio Return and Standard Deviation
Introduction to Markowitz Portfolio Theory
Efficient Frontier
Illustrating Efficient Frontier
Choosing the Best Portfolio from the Efficient Frontier
Capital Market Line
Risk-free Rate: US Treasury Bonds
Sharpe Ratio (Tutorial)
Capital Market Line (Tutorial)

Operationalizing Portfolio Theory with Vector Algebra in Excel

Section Introduction
Introduction to Matrix Multiplication
Tutorial on Matrix Multiplication
Portfolio Theory with Matrix Algebra
Tutorial: Portfolio with Three Assets
Price Matrix
Return Matrix
Variance-Covariance Matrix
Portfolio´s Expected Return and Variance
Portfolio Optimization
Value at Risk (VaR)
Tutorial: VaR

Optimizing Portfolios using R´s fPortfolio Package

Section Introduction
Importing the Price Matrix into R
Return Matrix
Portfolio Return & Standard Deviation
Efficient Frontier
Portfolio Optimization
Conclusion

Screenshots

Portfolio Optimization: Excel, R, Python & ChatGPT - Screenshot_01Portfolio Optimization: Excel, R, Python & ChatGPT - Screenshot_02Portfolio Optimization: Excel, R, Python & ChatGPT - Screenshot_03Portfolio Optimization: Excel, R, Python & ChatGPT - Screenshot_04

Reviews

Etienne
March 10, 2023
This course is very practical and useful in learning optimal portfolios. It can also help individual investors to think more about structuring a portfolio in an efficient manner. Also good for those that want to go beyond excel and use it on R studio. I would highly recommend it.
Marcelo
October 2, 2022
Excelente curso, me fue de mucha utilidad en mi tesis de grado y aunque no manejo muy bien el software Rstudio voy prepararme mejor para hacerlo Muchas gracias al profesor
David
April 16, 2021
Great course. Easy to understand given the explanations, exercises and assignments. Highly recommend!

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3853970
udemy ID
2/16/2021
course created date
3/5/2021
course indexed date
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