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  • $35

Introduction to the Basics of Asset Allocation

  • Course
  • 23 Lessons

In this course, we introduce you to the basic concepts of asset allocation: analyzing asset classes for inclusion in a strategic asset allocation policy. Many say that the majority of the returns of a portfolio are driven primarily by the asset classes you select. We will show how to use Python to analyze asset classes so that you can get a full understanding of how they behave.
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You can watch the first lecture for free! (See the video above).

What You Will Learn

  • Understand Asset Class Behavior: Analyze how different asset classes perform and how they can be incorporated into a strategic allocation policy.

  • Use Python for Financial Analysis: Learn to retrieve returns, calculate performance statistics, and visualize data using Python, enhancing your analytical capabilities.

  • Risk-Reward Analysis: Master techniques for constructing and improving risk-reward graphs, a key tool for optimizing portfolios.

  • Advanced Probability and Risk: Detect non-normality in returns, understand fat-left tails, and model asset classes using probability distributions to better manage risk.

Contents

01 - Theory, Part 1
02 - Theory, Part 2
03 - Imports
04 - Introduction to Asset Class Behavior
05 - Retrieving Returns and Basic Performance Statistics
06 - Risk-Reward Graph
07 - Improving the Risk-Reward Graph
08 - Graphing with Plotly
09 - Drawdown Analysis
10 - Historical Returns in the Context of Probability Distributions
11 - Understanding Higher Moments
12 - Detecting Non-Normality in Asset Class Returns
13 - Describing the Fat-Left Tails and Why They Represent Risk
14 - Determining the Best Probability Distribution to Model Asset Classes
Quiz

Important Information for This Course

This section contains important information you must read before starting.

READ THIS BEFORE YOU START THE COURSE

Files

This section contains all of the files needed for this course.

Theory Slides
Python Notebook
Assignment Notebook
Assignment Solutions Notebook
DHI0003_functions.py
DHI0003_functions_no_openbb.py
requirements.txt

  • $35

Introduction to the Basics of Asset Allocation

  • Course
  • 23 Lessons

In this course, we introduce you to the basic concepts of asset allocation: analyzing asset classes for inclusion in a strategic asset allocation policy. Many say that the majority of the returns of a portfolio are driven primarily by the asset classes you select. We will show how to use Python to analyze asset classes so that you can get a full understanding of how they behave.
Buy nowLearn more