Advanced Data Science in Finance with Python

This module provides a clear presentation of important, selected concepts of Modern Portfolio Theory. The student learns the practical implementation of all methods covered using the Python programming language. To this end, the theoretical content is always illustrated using concrete practice-oriented case studies from portfolio management. The student is thus quickly able to independently implement the theoretical concepts from classical mean-variance portfolio optimization to robust portfolio construction methods and passive strategies such as index tracking or the formation of factor portfolios using Python.

The module includes the following topics, among others:

• Portfolio formation through absolute optimization
• Portfolio formation through relative optimization
• Robust portfolio construction methods
• Index tracking
• Smart beta strategies