This is the second lecture of the Applied Quantitative Investment Management course.
This lecture goes through Chapter 2 of the Portfolio Construction and Risk Management book and its accompanying Python code.
The lecture also presents some case studies from the fortitudo.tech Python package examples, including The Normal Distribution Myth SSRN article.
Applied Quantitative Investment Management course
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The Applied Quantitative Investment Management course will run for 12-13 weeks with new lectures every Thursday.
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Lecture 1: Intro and Python setup
This is the first lecture of the Applied Quantitative Investment Management course that goes through the Portfolio Construction and Risk Management book and its accompanying Python code.
