Efficient frontier
Plot the efficient frontier of ten stocks and place an equal-weight portfolio.
All pathsDiscover Coursera PlusAfter step 2 After step 3 After step 4
Economics & finance · 52Advanced
Quantitative Portfolio Manager
Mathematically minded learners drawn to markets.
Time value of money, stocks and bonds, asset management, portfolio construction in Python, then derivatives and optimisation.
264hours of coursework
27weeks at 10 h
4steps
18courses
4universities
Target skills
Portfolio RiskFinancial MarketPortfolio ManagementRisk ManagementRisk AnalysisFinanceFinancial ModelingMarket DataInvestmentsInvestment ManagementAsset ManagementFinancial Analysis
Skill labels as listed on Coursera.
Target jobs
- Portfolio manager
- Quantitative analyst
- Market risk manager
Progression
- 1University of MichiganBeginnerMicrosoft Excel
Stated prerequisites: Algebra exposure, comfort with numbers
Show the 4 courses
Course Level Length Rating (reviews) Introduction to Time Value of Money (TVM) Beginner 13 h 4.8 (972) Advanced Concepts in Time Value of Money (TVM) Intermediate 14 h 4.8 (101) Stocks and Bonds Beginner 10 h 4.6 (425) Advanced Understanding of Stocks and Bonds Intermediate 13 h 4.6 (65) - 2University of GenevaBeginnerMicrosoft Excel
Stated prerequisites: No prior experience required
Show the 5 courses
Course Level Length Rating (reviews) Understanding Financial Markets Beginner 11 h 4.8 (5,965) Meeting Investors' Goals — 9 h 4.8 (1,827) Portfolio and Risk Management Beginner 8 h 4.7 (2,481) Securing Investment Returns in the Long Run — 8 h 4.8 (1,202) Planning your Client's Wealth over a 5-year Horizon — 14 h 4.7 (433) - 3EDHEC Business SchoolBeginnerPython
Stated prerequisites: No prior experience required
Show the 4 courses
Course Level Length Rating (reviews) Introduction to Portfolio Construction and Analysis with Python — 25 h 4.8 (1,477) Advanced Portfolio Construction and Analysis with Python Intermediate 12 h 4.7 (514) Python and Machine Learning for Asset Management Intermediate 16 h 3.1 (333) Python and Machine-Learning for Asset Management with Alternative Data Sets Intermediate 21 h 4.4 (238) - 4Columbia UniversityIntermediateMicrosoft Excel, Python
Stated prerequisites: Undergraduate probability and statistics, linear algebra, calculus; introductory finance helpful
Show the 5 courses
Course Level Length Rating (reviews) Introduction to Financial Engineering and Risk Management Intermediate 20 h 4.7 (335) Term-Structure and Credit Derivatives Intermediate 14 h 4.6 (69) Optimization Methods in Asset Management Intermediate 14 h 4.6 (49) Advanced Topics in Derivative Pricing Intermediate 17 h 4.5 (33) Computational Methods in Pricing and Model Calibration Intermediate 25 h 4.5 (48)
With Coursera Plus
This path takes 264 hours, about 6 months at 10 hours a week. A Coursera Plus subscription gives access to most of its courses during that time.
Projects to build
Strategy backtest
Backtest a momentum strategy in Python over twenty years and measure return, volatility and maximum drawdown.
Option pricing
Price an option with a binomial tree and Monte Carlo, then compare with Black-Scholes.
Free textbooks
Principles of FinanceOpenStaxFree (OpenStax)
Intermediate Quantitative Economics with PythonT. J. Sargent, J. StachurskiFree, CC BY-SA 4.0
Introduction to Probability, 2nd ed.J. K. Blitzstein, J. HwangFree online version