Quant Invest Primer

This is a short course about Quant Investment using Python.

Topics Covered

1. Introduction to Quant finance and programming using Python. Simple financial modelling.
2. The concepts of financial risk. Risk management and return forecasting.
3. Portfolio optimization and its application.

Course Syllabus

• L1: Python basics for quant investment
• L2: Data downloading and Frame data manipulation
• L3: Financial modelling basics
  • Linear regression model
  • Logistic regression model
• L4: Risk modelling I
• L5: Risk modelling II
• L6: Expected Return / Alpha signals
• L7: Portfolio optimization I
• L8: Portfolio optimization II