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Lecture 7: Sequential Entropy Pooling

This lecture goes through Section 5.2 from Portfolio Construction and Risk Management book, presenting Sequential Entropy Pooling (SeqEP).

Aug 21 •

55:00

Lecture 6: Entropy Pooling

This lecture goes through Section 5.1 from Portfolio Construction and Risk Management book, introducing Entropy Pooling.

Aug 7

54:53

Lecture 5: Instrument Pricing

This lecture goes through Chapter 4 about instrument pricing from the Portfolio Construction and Risk Management book.

Jul 31 •

1:09:06

Lecture 4: Resampling and Generative Machine Learning

This lecture goes through the investment simulation methods from the Portfolio Construction and Risk Management book.

Jul 24 •

1:24:48

Lecture 3: Investment Simulation Framework

This lecture presents the investment simulation framework from the Portfolio Construction and Risk Management book.

Jul 17 •

1:01:28

Lecture 2: Stylized Market Facts

This lecture goes through Chapter 2 of the Portfolio Construction and Risk Management book about stylized market facts.

Jul 10 •

1:04:52

Lecture 1: Intro and Python setup

The first lecture of the Applied Quantitative Investment Management course, including Python setup.

Jul 3 •

54:24

Multi-Asset Simulation

This article presents the nuances of multi-asset simulation, including a Python case study using the Investment Simulation module.

May 28 •

Multi-Asset Macro Model

This article explains how the real rate, inflation, and growth factors can be defined in a multi-asset macro model, including a practical Python case…

May 15 •

9. Time Series GANs

Walkthrough of the time series GAN functionality from the Investment Simulation module.

Apr 26 •

12:59

8. Risk and Return Analysis

A video walkthrough of the risk and return analysis functionality from the Investment Analysis module.

Apr 12 •

31:21

7. Bayesian Nets and Causal Stress-Tests

Video going through the Bayesian nets as well as causal and predictive views and stress-testing functionality.

Apr 5 •

45:46

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