Computational Investing: Part 1

Open Online

Course Description

Why do the prices of some companies’ stocks seem to move up and down together while others move separately? What does portfolio “diversification” really mean and how important is it? What should the price of a stock be? How can we discover and exploit the relationships between equity prices automatically? We’ll examine these questions, and others, from a computational point of view.

In this course, you will learn many of the principles and algorithms that hedge funds and investment professionals use to maximize return and reduce risk in equity portfolios. Participants are expected to have a working knowledge of investing, stock markets, and financial markets, as well as understanding of advanced programming (Python).

How You Will Benefit

Upon successful completion of the course, participants will have the ability to:

  • Familiarize themselves with electronic markets.
  • Interpret market data.
  • Write software to visualize market data.
  • Write software to discover market data.
  • Create a market simulator.

Prerequisites

  • Have a strong interest in stock markets.
  • Be conversant in advanced programming (Python) and fundamental concepts of investing and financial markets.
  • To understand and keep pace with the materials in this course, perform a short self-assessment to determine if you are ready to start this course.

Ready To Get Started?

This Open Online course is brought to you in partnership with Coursera, an online learning platform. If you’re ready to register now, you will be directed to the Coursera website.

 

Register on Coursera

Content

  • Module 1: Portfolio Management and Market Mechanics)
  • Module 2: Company Worth, Capital Assets Pricing Model and QSTK Software Overview
  • Module 3: Manipulating Data in Python and QSTK)
  • Module 4: Efficient Markets Hypothesis and Event Studies, Portfolio Optimization and the Efficient Frontier
  • Module 5: Digging into Data
  • Module 6: The Fundamental Law, CAPM for Portfolios
  • Module 7: Information Feeds and Technical Analysis
  • Module 8: Jensen’s Alpha, Back Testing and Machine Learning

Materials

Recommended

  • What Hedge Funds Really Do by Philip Romero and Tucker Balch

Instructors

Technology Requirements

Verify you meet the minimum technology requirements for this section.

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Course Info

Course ID: DL 0008M
Course Format: Online