About
One of the most important types of knowledge a Quant Investor can acquire is portfolio construction methodologies. In this course, we will teach our alumni several methodologies they can use to: 1) understand the functioning of markets, 2) construct portfolios based on informed decisions and non-traditional methodologies, and 3) assess the performance of these portfolios and compare them with other options. Those who take this workshop will acquire valuable insights they can apply in both their personal finances and professional lives. ## 📚 Syllabus of the Course: Module 1: Introduction to Financial Data and Risk - 1.0 Why we are doing this? - 1.1 Prices vs. Returns - 1.2 Benchmarks - 1.3 Risk Measurement Module 2: Portfolio Theory - 2.1 Diversification and Correlation - 2.2 Markowitz Efficient Frontier - 2.3 Capital Allocation Line - 2.4 Rebalancing Portfolios Module 3: Linear Regression - 3.1 Simple Linear Regression - 3.2 Multiple Linear Regression - 3.3 Model Diagnosis Module 4: Capital Asset Pricing Model (CAPM) - 4.1 Naive CAPM - 4.2 Time-Weighted CAPM - 4.3 Betas for the Whole Benchmark - 4.4 Betting Agains Beta Strategies Module 5: Fama & French Model - 5.1 Proving Size - 5.2 Proving Value - 5.3 Proving Momentum - 5.4 Fama & French Model Specification - 5.5 Fama-MacBeth Regressions - 5.6 Momentum Strategies Module 6: Performance and Risk Attribution - 6.1 Brinson-Fachler Model - 6.2 Factor Models Performance Attribution - 6.3 Menchero Risk Attribution ## 🛠️ Technologies - Python - Jupyter Notebooks - Pandas, NumPy, Matplotlib, StatsModels ## 📩 Contact For questions, please reach out to: **Daniel Barrera** – [LinkedIn](https://www.linkedin.com/in/danielrbarrera/) **Edgar Alcántara** – [LinkedIn](https://www.linkedin.com/in/edgarallo0/)