This course focuses on the data-driven methods used to construct and manage modern investment portfolios. It explores factor models, risk analytics, optimization techniques, alpha research, and performance attribution. Students learn how quantitative frameworks support portfolio design, risk budgeting, and long-term return enhancement. Designed for analysts, quants, and portfolio managers, the course builds strong technical skills for implementing systematic, research-backed investment strategies.
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Skills & learning objectives
There are 10 modules in this class
- Overview of Portfolio ManagementUnlock this class to watch4m 25s
- Role of Quantitative Methods in Portfolio ManagementUnlock this class to watch1m 49s
- Historical Evolution and Trends in Quantitative Portfolio ManagementUnlock this class to watch1m 39s
- Importance of Data and Technology in Portfolio ManagementUnlock this class to watch1m 29s
- Modern Portfolio Theory (MPT)Unlock this class to watch3m 9s
- Capital Asset Pricing Model (CAPM)Unlock this class to watch2m 22s
- Arbitrage Pricing Theory (APT)Unlock this class to watch2m 4s
- Efficient Frontier and Risk-Return TradeoffUnlock this class to watch1m 34s
- Portfolio Diversification and Risk ManagementUnlock this class to watch1m 31s
- Factor Models and Factor InvestingUnlock this class to watch1m 35s
- Risk Parity StrategiesUnlock this class to watch1m 27s
- Portfolio Optimization TechniquesUnlock this class to watch1m 33s
- Performance Attribution and Risk DecompositionUnlock this class to watch1m 27s
- Understanding and Measuring Portfolio RiskUnlock this class to watch1m 59s
- Single-Factor ModelsUnlock this class to watch1m 9s
- Multi-Factor ModelsUnlock this class to watch1m 5s
- Commonly Used FactorsUnlock this class to watch1m 7s
- Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR)Unlock this class to watch1m
- Stress Testing and Scenario AnalysisUnlock this class to watch49s
- Dynamic Hedging StrategiesUnlock this class to watch51s
- Mean-Variance Optimization (MVO)Unlock this class to watch2m 2s
- Black-Litterman ModelUnlock this class to watch1m 18s
- Risk Parity and Minimum Variance PortfoliosUnlock this class to watch1m 26s
- Factor-Based Portfolio ConstructionUnlock this class to watch1m 24s
- Algorithmic Trading Platforms and ToolsUnlock this class to watch1m 38s
- Order Execution StrategiesUnlock this class to watch1m 16s
- Portfolio Rebalancing TechniquesUnlock this class to watch1m 22s
- Performance Evaluation and AttributionUnlock this class to watch1m 16s
- Sharpe Ratio & Information RatioUnlock this class to watch1m 42s
- Regulatory Frameworks Governing Portfolio ManagementUnlock this class to watch2m 4s
- Ethical and Regulatory ConsiderationsUnlock this class to watch1m 32s
- Insider Trading RegulationsUnlock this class to watch1m 21s
- Code of Ethics for Portfolio ManagersUnlock this class to watch1m 33s
- Machine Learning for Portfolio ConstructionUnlock this class to watch2m 44s
- Portfolio Optimization with Transaction CostsUnlock this class to watch1m 35s
- Portfolio Management in Alternative InvestmentsUnlock this class to watch1m 47s
- ESG Factors in Portfolio ManagementUnlock this class to watch1m 35s
- Analysis of Successful Quantitative Portfolio StrategiesUnlock this class to watch2m 29s
- Challenges Faced and Lessons LearnedUnlock this class to watch7m 55s
- ClosingUnlock this class to watch57s
This class is part of the following certifications
Certified Portfolio & Fund Manager (CPFM)
63 ClassesUnlimited interactive exercises
Unlock Certificate
Certificate in AI-Powered Financial Analysis (CAFA)
56 ClassesUnlimited interactive exercises
Unlock Certificate
ClassFAQs
The course aims to provide learners with a deep understanding of quantitative tools, financial theories, and systematic investment techniques used to construct, optimize, and evaluate portfolios using data-driven methods.
The course is designed for finance professionals, analysts, and portfolio managers seeking to apply quantitative models, risk analysis techniques, and systematic strategies in investment management.
This module covers Modern Portfolio Theory (MPT), CAPM, APT, and how these foundational theories guide portfolio construction and risk–return decisions.
The course explores tools for measuring and decomposing portfolio risk, discusses mitigation techniques, and shows how quantitative models improve risk assessment and portfolio stability.
Learners will develop the ability to apply machine learning to portfolio strategies, integrate ESG factors, evaluate alternative assets, and analyze real-world case studies to identify best practices and pitfalls.
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