Portfolio Optimization using Markowitz Model

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在此指导项目中,您将:

Calculate covariance and correlation of two assets

Calculate variance and Sharpe ratio for two-asset portfolio

Use Markowitz model to optimize for the highest Sharpe ratio in two-asset portfolio

Understand what the efficient frontier is and how it is applied in portfolio management

Clock3 hours
Intermediate中级
Cloud无需下载
Video分屏视频
Comment Dots英语(English)
Laptop仅限桌面

In this 1-hour long project-based course, you will learn how to optimize a two-asset portfolio at the optimum risk-to-return with finding the maximum Sharpe ratio. To achieve this, we will be working around the Sharpe ratios of two given assets, we will find the efficient frontier of these assets, and find where they intersect the best by utilizing the Markowitz Model. The content of this course draws on the knowledge of Project: Compare Stock Returns with Google Sheets, so you are highly recommended to take it first if you are not familiar with how the Sharpe ratio is calculated and don’t have an understanding of how the risk-to-return metrics work. Note: This course works best for learners who are based in the North America region. We're currently working on providing the same experience in other regions. This course's content is not intended to be investment advice and does not constitute an offer to perform any operations in the regulated or unregulated financial market.

您要培养的技能

Financial Data AnalysisCapital MarketQuantitative Analysis

分步进行学习

在与您的工作区一起在分屏中播放的视频中,您的授课教师将指导您完成每个步骤:

  1. Project overview and importing the data

  2. Preparing data, calculating covariance and correlation

  3. Calculating Sharpe ratio for two-asset portfolio

  4. Graphing the results and discussing the outcomes

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