20509 Applied Portfolio Management

Description

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.