Build professional portfolio models covering covariance estimation, robust optimization, risk budgeting, transaction costs and stress testing, implemented as tested Python code.
Duration10 weeks
LevelAdvanced
Modules10
Lessons40
This course covers the modeling techniques behind systematic portfolio construction and risk management. You will estimate covariance matrices with shrinkage and factor structures, implement mean-variance, robust and risk-parity optimizers with realistic constraints, and incorporate transaction costs and rebalancing logic. The course concludes with scenario analysis, stress testing and a capstone that packages a portfolio construction engine as well-tested, documented software.
10 modules · 40 lessons · 10 weeks. Curriculum preview; the final syllabus may change before enrollment opens.
Compare sample, shrinkage and factor-based covariance estimators on out-of-sample risk forecasts
Build a constrained optimizer with turnover limits and transaction costs and study its sensitivity
Package a portfolio construction engine with tests, documentation and a stress testing report
Quantzivo certificates are completion credentials issued by Quantzivo, not accredited qualifications. Courses teach technical and research skills; they do not promise investment returns or provide investment advice.
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