sucre111 / finance-and-risk-management

applications for risk management through computational portfolio construction methods

finance-and-risk-management

notes and practical hands-on applications for risk management through computational portfolio construction methods

REPOS

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AMZN, GOOG and TSLA Stock Price Analysis with SparkSQL

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Portfolio Construction and Analysis with Python

Topics:

1. Returns and Value at Risk
2. Portfolio Optimization
3. Beyond diversification
4. Asset-Liability Management

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Advanced Portfolio Construction and Analysis with Python

Topics:

1. Style & Factors
2. Robust estimates for the covariance matrix
3. Robust estimates for expected returns
4. Portfolio optimization in practice

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Implementing Graph Theory with NetworkX and Python