Portfolio Optimization in Python: Boost Your Financial Performance

Python for Investing: Finance Course

Ryan O'Connell, CFA, FRM shows you how to perform portfolio optimization in Python. Have you ever wondered how to calculate the optimal portfolio from a group of risky stocks or securities? Find out here! 🎓 Tutor With Me: 1-On-1 Video Call Sessions Available ► Join me for personalized finance tutoring tailored to your goals: ryanoconnellfinance.com/finance-tutoring/ 👨‍💼 My Freelance Financial Modeling Services: ► Custom financial modeling solutions tailored for your needs: ryanoconnellfinance.com/freelance-finance-services/ 💻 Code Here: https://ryanoconnellfinance.com/portfolio-optimization-using-python-and-modern-portfolio-theory/ Chapters: 0:00 - Intro to Portfolio Optimization in Python 0:36 - Import Required Libraries 1:52 - Define Securities and Time Range 3:57 - Import Adjusted Close Prices From yFinance 6:48 - Calculate Daily Returns (Lognormal) 8:36 - Calculate the Covariance Matrix 9:57 - Calculate Optimal Weights of the Portfolio 10:07 - Calculate Portfolio Expected Return and Standard Deviation 13:38 - Calculate the Sharpe Ratio 14:56 - Retrieve the Risk Free Rate from the FRED API 16:51 - Set the Initial Weights and Constraints 18:13 - Find the Weights in the Optimal Portfolio 20:44 - Display the Optimal Portfolio Results Get Free FRED API Key: https://fred.stlouisfed.org/docs/api/api_key.html *Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC Alternative Titles: "Portfolio Optimization Mastery: Enhance Your Investments with Python" "Python for Portfolio Optimization: Boost Your Financial Performance" "Discover the Power of Python in Portfolio Optimization" "Portfolio Optimization Techniques: Unleash Python's Potential" "Optimal Investment Strategies: Portfolio Optimization with Python" "Achieve Financial Success through Portfolio Optimization in Python" "Mastering Portfolio Optimization: Python's Guide to Better Investments" "Supercharge Your Investments: Portfolio Optimization using Python" "The Python Advantage: Expert Portfolio Optimization Tips" "Portfolio Optimization in the Digital Age: Python's Winning Formula"

About the course

Embark on a journey through financial markets with 'Python for Investing: Finance Course,' expertly crafted by Ryan O'Connell, CFA, FRM. This course is designed to introduce you to the powerful world of Python in finance, starting from the basics for beginners and progressing to sophisticated investment strategies and analysis. Delve into practical applications like extracting free stock prices, optimizing portfolios, option pricing with the Black-Scholes model, and mastering various Value at Risk (VaR) methods using Python. Ideal for finance professionals, students, and anyone eager to leverage Python for data-driven investment decisions, this course offers a comprehensive toolkit to enhance your financial acumen in the digital age.