Advanced Portfolio Construction with Python: Applying Markowitz Theory

Published: 01 January 1970
on channel: Algo Trading X

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Discover how to master portfolio management using Python in our comprehensive video tutorial. We delve into the application of Harry Markowitz's Modern Portfolio Theory to construct and optimize investment portfolios. This session will guide you through quantitative techniques for analyzing both stock and cryptocurrency markets, highlighting the importance of the Efficient Frontier in managing risks and maximizing returns.

Python Essentials: Using NumPy, pandas for computation; Plotly for interactive visualizations.
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This tutorial is perfect for those new to finance or experienced investors looking to leverage quantitative analysis to refine their investment strategies.

00:29 5 days challenge introduction
01:49 Choose next week video
02:29 Video starts - How to use mathematics to optimize investment?
04:50 Which quants strategy hedge funds are using ? 3 examples
11:22 Modern Portfolio Theory A to Z
20:00 Data Model
24:10 Coding - Import libraries required
26:00 Using Chat GPT to build random portfolio
27:52 Import portfolio data
31:41 Data Manipulation
44:50 Calculate Sharp ratio
51:39 Covariance for Finance Explanation
57:10 Automating Portfolio Calculation
01:07:07 Running Hundreds Thousands Portfolio

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