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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

6. Portfolio Optimization

This video post goes through the portfolio optimization functionality of the Investment Analysis module.

Mar 29 •

51:55

5. Sequential Entropy Pooling Theory and Examples

This video post carefully goes through the Sequential Entropy Pooling theory and presents many sophisticated Python case studies.

Mar 15 •

48:30

4. Time Series Variational Autoencoders

This video presents time series variational autoencoders (VAEs) and explores how they can be used for investment simulation and missing data imputation.

Mar 9 •

53:11

3. Investment Analysis Overview

This video post gives an overview of the Investment Analysis module's functionality, including the first Python example.

Mar 2 •

51:02

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