Lecture 4: Resampling and Generative Machine Learning

This is the fourth lecture of the Applied Quantitative Investment Management course.

This lecture carefully goes through Sections 1.2, 3.2, and 3.5 of the Portfolio Construction and Risk Management book and its accompanying Python code.

It also gives an introduction to Entropy Pooling, going through pages 70-73 in Section 5.1.

Applied Quantitative Investment Management course

As a paid subscriber, you have full access to the course and the expanding collection of exclusive case studies that use the investment framework presented in the Portfolio Construction and Risk Management book.

The Applied Quantitative Investment Management course will run for 12-13 weeks with new lectures every Thursday.

To ensure that you get access at the best price, it is recommended to secure your paid subscription now.

If you subscribe using your work e-mail, consider expensing the subscription and potentially using the group subscription option.

You can also opt for a free subscription, which gives you access to the free content and short lecture previews.

Watch the next video here:

Watch the previous video here:

Lecture slides