Jupyter notebooks and data files of the new EDHEC specialization on quantitative finance (completed Aug 2022)
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Aug 5, 2022 - Jupyter Notebook
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portfolio-construction-analysis
Here are 5 public repositories matching this topic...
Introduction to Portfolio Construction and Analysis with Python - Coursera
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Dec 30, 2020 - Jupyter Notebook
Coursera Specialization Courses about Investment Management with Python and Machine Learning
python machine-learning portfolio-optimization risk-management portfolio-management investment-management portfolio-construction-analysis
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Aug 12, 2021 - Jupyter Notebook
This repository contains projects applying Data Science, Machine Learning, and quantitative research towards portfolio construction. Created a module in python containing all the functions needed in statistical portfolio management and analysis.
python pandas quantitative-finance financial-data financial-analysis portfolio-construction finance-management financial-engineering portfolio-construction-analysis
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Sep 8, 2022 - Jupyter Notebook
A modular Python framework for researching and backtesting multi-factor equity strategies using classical factors (Value, Momentum, Size), Fama–MacBeth regressions, IC/IR analysis, and long–short portfolio evaluation.
python pandas financial-data backtesting-trading-strategies yahoo-finance quant-finance-models factor-investing quant-finance portfolio-construction-analysis alpha-research quantitative-research-project fama-macbeth-regression multi-factor-model
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Dec 3, 2025 - Python
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