University of Technology Sydney

20509 Applied Portfolio Management

6cp; availability: C10226 Bachelor of Business (Shanghai University) students only
There are course requisites for this subject. See access conditions.



This subject provides a hands-on experience of the practice of modern portfolio management. Students are introduced to the use of the Python coding language to design and test portfolio management strategies for stocks and other major financial asset classes. In terms of theory, the subject explores the economic fundamentals of the predictability of asset prices and the development process of algorithmic portfolio management strategies. The subject also explores the effects of technological innovations in the field of machine learning and artificial intelligence on portfolio management. Hands-on weekly coding workshops are based on the construction and testing of portfolio strategies based on real market data. No prior knowledge of coding is required.

Detailed subject description.

Access conditions

Note: The requisite information presented in this subject description covers only academic requisites. Full details of all enforced rules, covering both academic and admission requisites, are available at access conditions and My Student Admin.