25579 Applied Portfolio Management

6cp
Requisite(s): 25503 Investment Analysis
These requisites may not apply to students in certain courses.
There are course requisites for this subject. See access conditions.
Undergraduate

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 using real market data.

Detailed subject description.

Fee information

Information to assist with determining the applicable fee type can be found at Understanding fees.

Commonwealth-supported students: view subject fees at Fees Search: Commonwealth-supported
Postgraduate domestic fee-paying students: fees are charged according to the course enrolled in; refer to Domestic Fees Search: Postgraduate and Research
International students: fees are charged according to the course enrolled in; refer to International Fees Search
Subject EFTSL: 0.125

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.