Lecture 8: Causal Views and Stress Testing

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

This lecture carefully goes through Sections 5.3 and 5.4 from the Portfolio Construction and Risk Management book and its accompanying Python code.

The lecture also goes through the Python code for the Causal and Predictive Market Views and Stress Testing article.

To get a presentation of the technology that is used for the more advanced case studies, watch the video below:

Applied Quantitative Investment Management course

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The Applied Quantitative Investment Management course will run for 12 weeks with lectures on Thursdays.

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Lecture slides