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Investment Management with Python and Machine Learning Specialization
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[TutsNode.net] - Investment Management with Python and Machine Learning Specialization (Size: 5.58 GB) (Files: 742)
[TutsNode.net] - Investment Management with Python and Machine Learning Specialization
machine-learning-asset-management-alternative-data
05_Resources
01_python-notebooks
01__mooc_4_Jul22.zip
01__resources.html
02_supplementary-material-web-scraping-13-f
01__13F_Web_Scrape.ipynb
01__resources.html
04_using-media-derived-data
03_research-application
02_additional-resources-on-using-media-derived-data_Wisdom_of_cro
02_additional-resources-on-using-media-derived-data_Information_c
02_additional-resources-on-using-media-derived-data_Media_coverag
02_additional-resources-on-using-media-derived-data_Media_and_the
02_additional-resources-on-using-media-derived-data_The_causal_im
01_application-using-media-to-predict-financial-market-variables.
02_additional-resources-on-using-media-derived-data_instructions.
03_data-recap_instructions.html
02_lab-sessions
03_lab-session-replicating-pagerank.en.srt
01_lab-session-twitter-dataset-introduction.en.srt
04_lab-session-applied-sentiment-analysis.en.srt
03_lab-session-replicating-pagerank.en.txt
01_lab-session-twitter-dataset-introduction.en.txt
04_lab-session-applied-sentiment-analysis.en.txt
02_lab-session-network-visualization.en.srt
02_lab-session-network-visualization.en.txt
05_extra-materials-on-using-media-derived-data_instructions.html
03_lab-session-replicating-pagerank.mp4
01_lab-session-twitter-dataset-introduction.mp4
04_lab-session-applied-sentiment-analysis.mp4
02_lab-session-network-visualization.mp4
01_theory
01_introduction-to-media-information.en.srt
03_sentiment-analysis.en.srt
01_introduction-to-media-information.en.txt
02_additional-resources_instructions.html
04_additional-resources_instructions.html
03_sentiment-analysis.en.txt
01_introduction-to-media-information.mp4
03_sentiment-analysis.mp4
03_processing-corporate-filings
03_research-application
03_application-using-location-data-to-measure-home-bias-to-pr
04_additional-resources-on-processing-corporate-fillings_The_
01_application-network-centrality-competition-links-and-stock
02_additional-resources_instructions.html
04_additional-resources-on-processing-corporate-fillings_inst
02_lab-sessions
04_lab-session-applications-of-tf-idf.en.srt
08_lab-session-comparing-holding-similarities.en.srt
07_lab-session-working-with-13-f-data.en.srt
05_lab-session-risk-analysis.en.srt
03_lab-session-working-with-10-k-data.en.srt
04_lab-session-applications-of-tf-idf.en.txt
08_lab-session-comparing-holding-similarities.en.txt
07_lab-session-working-with-13-f-data.en.txt
05_lab-session-risk-analysis.en.txt
01_instructors-announcement_instructions.html
02_important-note-about-10-k-lab_instructions.html
03_lab-session-working-with-10-k-data.en.txt
06_important-message-regarding-13f-data_instructions.html
09_extra-materials-on-processing-corporate-filings_instructions.html
07_lab-session-working-with-13-f-data.mp4
04_lab-session-applications-of-tf-idf.mp4
08_lab-session-comparing-holding-similarities.mp4
05_lab-session-risk-analysis.mp4
03_lab-session-working-with-10-k-data.mp4
01_theory
01_introduction-to-corporate-filings.en.srt
01_introduction-to-corporate-filings.en.txt
01_introduction-to-corporate-filings.mp4
01_consumption
03_research-application
02_application-consumption-based-proxies-for-private-information-and-managers.
03_additional-resources-on-the-interest-of-real-time-corporate-sales-measures_
05_additional-resources-on-predicting-performance-using-consumer-big-data_Pred
01_application-consumption-data-and-earning-surprises.en.srt
04_application-additional-applications-of-consumption-data.en.srt
05_additional-resources-on-predicting-performance-using-consumer-big-data_inst
04_application-additional-applications-of-consumption-data.en.txt
01_application-consumption-data-and-earning-surprises.en.txt
01_application-consumption-data-and-earning-surprises.mp4
04_application-additional-applications-of-consumption-data.mp4
02_lab-sessions
05_lab-session-testing-seasonality.en.srt
04_lab-session-mapping-data-with-folium.en.srt
05_lab-session-testing-seasonality.en.txt
01_lab-session-introduction-to-the-uber-dataset.en.srt
04_lab-session-mapping-data-with-folium.en.txt
02_lab-session-points-of-interest.en.srt
03_note-about-heatmapwithtime_instructions.html
06_extra-materials-on-consumption_instructions.html
01_lab-session-introduction-to-the-uber-dataset.en.txt
02_lab-session-points-of-interest.en.txt
04_lab-session-mapping-data-with-folium.mp4
05_lab-session-testing-seasonality.mp4
01_lab-session-introduction-to-the-uber-dataset.mp4
02_lab-session-points-of-interest.mp4
01_theory
03_what-is-consumption-data.en.srt
02_welcome-video.en.srt
01_material-at-your-disposal_instructions.html
03_what-is-consumption-data.en.txt
04_geolocation-and-foot-traffic.en.srt
02_welcome-video.en.txt
04_geolocation-and-foot-traffic.en.txt
03_what-is-consumption-data.mp4
02_welcome-video.mp4
04_geolocation-and-foot-traffic.mp4
02_textual-analysis-for-financial-applications
03_research-application
02_additional-resources-on-textual-analysis-fo
01_application-applying-similarity-analysis-on
02_lab-sessions
03_lab-session-company-distances-and-industry-distance
02_lab-session-applied-text-data-processing.en.srt
01_lab-session-introduction-to-webscraping.en.srt
01_lab-session-introduction-to-webscraping.en.txt
02_lab-session-applied-text-data-processing.en.txt
04_extra-materials-on-textual-analysis-for-financial-a
01_lab-session-introduction-to-webscraping.mp4
02_lab-session-applied-text-data-processing.mp4
01_theory
03_processing-text-into-vectors.en.srt
03_processing-text-into-vectors.en.txt
04_normalizing-textual-data.en.srt
01_introduction-to-the-open-web.en.txt
02_introduction-to-textual-analysis.en.txt
01_introduction-to-the-open-web.en.srt
02_introduction-to-textual-analysis.en.srt
04_normalizing-textual-data.en.txt
03_processing-text-into-vectors.mp4
04_normalizing-textual-data.mp4
01_introduction-to-the-open-web.mp4
02_introduction-to-textual-analysis.mp4
introduction-portfolio-construction-python
01_analysing-returns
01_section-1-fundamentals-of-risk-and-returns
11_lab-session-drawdown.en.srt
03_material-for-the-lab-sessions_instructions.html
01_welcome-video.en.txt
07_lab-session-basics-of-returns.en.txt
07_lab-session-basics-of-returns.en.srt
09_lab-session-risk-adjusted-returns.en.srt
11_lab-session-drawdown.en.txt
09_lab-session-risk-adjusted-returns.en.txt
04_module-1-key-points_instructions.html
05_installing-anaconda.en.txt
10_measuring-max-drawdown.en.srt
06_fundamentals-of-returns.en.srt
08_measures-of-risk-and-reward.en.srt
06_fundamentals-of-returns.en.txt
10_measuring-max-drawdown.en.txt
08_measures-of-risk-and-reward.en.txt
05_installing-anaconda.en.srt
01_welcome-video.en.srt
02_material-at-your-disposal_instructions.html
06_fundamentals-of-returns.mp4
10_measuring-max-drawdown.mp4
08_measures-of-risk-and-reward.mp4
11_lab-session-drawdown.mp4
09_lab-session-risk-adjusted-returns.mp4
07_lab-session-basics-of-returns.mp4
01_welcome-video.mp4
05_installing-anaconda.mp4
02_section-2-beyond-the-gaussian-case-extreme-risk-estimates
10_module-1-graded-quiz_exam.html
05_lab-session-deviations-from-normality.en
07_lab-session-semi-deviation-var-and-cvar.
02_incorrect-statement-in-deviation-from-no
06_estimating-var.en.srt
03_lab-session-building-your-own-modules.en
08_semi-deviation_instructions.html
09_before-the-quiz_instructions.html
01_deviations-from-normality.en.srt
04_downside-risk-measures.en.srt
06_estimating-var.en.txt
01_deviations-from-normality.en.txt
04_downside-risk-measures.en.txt
06_estimating-var.mp4
05_lab-session-deviations-from-normality.mp
01_deviations-from-normality.mp4
04_downside-risk-measures.mp4
03_lab-session-building-your-own-modules.mp
04_introduction-to-asset-liability-management
01_section-1
06_lab-session-cir-model-and-cash-vs-zc-bonds.mp4
09_liability-driven-investing_LDI-LectureNote.pdf
08_lab-session-liability-driven-investing.mp4
06_lab-session-cir-model-and-cash-vs-zc-bonds.en.srt
09_liability-driven-investing_LDI-Technical_supplement.pdf
08_lab-session-liability-driven-investing.en.srt
06_lab-session-cir-model-and-cash-vs-zc-bonds.en.txt
08_lab-session-liability-driven-investing.en.txt
04_lab-session-present-values-liabilities-and-funding-ratio.en.srt
05_liability-hedging-portfolios.en.srt
07_liability-driven-investing-ldi.en.srt
04_lab-session-present-values-liabilities-and-funding-ratio.en.txt
03_from-asset-management-to-asset-liability-management.en.srt
05_liability-hedging-portfolios.en.txt
01_module-4-key-points_instructions.html
02_dynamic-liability-driven-investing-strategies-the-emergence-of-
09_liability-driven-investing_instructions.html
05_liability-hedging-portfolios.mp4
07_liability-driven-investing-ldi.en.txt
03_from-asset-management-to-asset-liability-management.en.txt
07_liability-driven-investing-ldi.mp4
03_from-asset-management-to-asset-liability-management.mp4
04_lab-session-present-values-liabilities-and-funding-ratio.mp4
02_section-2
04_lab-session-naive-risk-budgeting-between-the-psp-ghp.en.txt
04_lab-session-naive-risk-budgeting-between-the-psp-ghp.mp4
04_lab-session-naive-risk-budgeting-between-the-psp-ghp.en.srt
06_lab-session-dynamic-risk-budgeting-between-psp-lhp.en.srt
02_lab-session-monte-carlo-simulation-of-coupon-bearing-bonds-usin
06_lab-session-dynamic-risk-budgeting-between-psp-lhp.en.txt
01_choosing-the-policy-portfolio.en.srt
03_beyond-ldi.en.srt
05_liability-friendly-equity-portfolios.en.srt
01_choosing-the-policy-portfolio.mp4
01_choosing-the-policy-portfolio.en.txt
03_beyond-ldi.en.txt
07_instruction-prior-to-begin-module-4-graded-quiz_instructions.ht
09_to-be-continued-1_instructions.html
05_liability-friendly-equity-portfolios.en.txt
08_module-4-graded-quiz_exam.html
06_lab-session-dynamic-risk-budgeting-between-psp-lhp.mp4
03_beyond-ldi.mp4
05_liability-friendly-equity-portfolios.mp4
02_an-introduction-to-portfolio-optimization
01_section-1-introduction-to-optimization-and-the-efficient-frontier
05_applying
02_the-only
07_lab-sess
03_lab-sess
06_lab-sess
01_module-2
04_markowit
02_section-2-implementing-markowitz
02_lab-session-locating-the-max-sharpe-ratio
04_lab-session-plotting-ew-and-gmv-on-the-ef
01_fund-separation-theorem-and-the-capital-m
03_lack-of-robustness-of-markowitz-analysis.
05_module-2-graded-quiz_exam.html
05_Resources
01_data-for-portfolio-construction-with-python
01__data_library.html
01__resources.html
01__data.zip
02_notebooks-and-code-version-01
01__resources.html
01__notebooks_and_codem01_v02.zip
03_beyond-diversification
01_section-1
07_lab-session-cppi-and-drawdown-constraints-part1.en.srt
08_lab-session-cppi-and-drawdown-constraints-part2.en.srt
04_lab-session-limits-of-diversification-part-2.en.srt
03_lab-session-limits-of-diversification-part1.en.srt
07_lab-session-cppi-and-drawdown-constraints-part1.en.txt
08_lab-session-cppi-and-drawdown-constraints-part2.en.txt
04_lab-session-limits-of-diversification-part-2.en.txt
09_simulating-asset-returns-with-random-walks.en.srt
06_an-introduction-to-cppi-part-2.en.srt
03_lab-session-limits-of-diversification-part1.en.txt
02_limits-of-diversification.en.srt
01_module-3-key-points_instructions.html
05_an-introduction-to-cppi-part-1.en.srt
09_simulating-asset-returns-with-random-walks.en.txt
06_an-introduction-to-cppi-part-2.en.txt
02_limits-of-diversification.en.txt
05_an-introduction-to-cppi-part-1.en.txt
08_lab-session-cppi-and-drawdown-constraints-part2.mp4
06_an-introduction-to-cppi-part-2.mp4
09_simulating-asset-returns-with-random-walks.mp4
02_limits-of-diversification.mp4
07_lab-session-cppi-and-drawdown-constraints-part1.mp4
04_lab-session-limits-of-diversification-part-2.mp4
05_an-introduction-to-cppi-part-1.mp4
03_lab-session-limits-of-diversification-part1.mp4
02_section-2
09_lab-session-interactive-plots-of-monte-carlo-simulations-of-cppi-and-gbm-part2.en.s
02_lab-session-random-walks-and-monte-carlo.en.srt
07_lab-session-interactive-plots-of-monte-carlo-simulations-of-cppi-and-gbm-part1.en.s
06_designing-and-calibrating-cppi-strategies.en.srt
03_analyzing-cppi-strategies.en.srt
09_lab-session-interactive-plots-of-monte-carlo-simulations-of-cppi-and-gbm-part2.en.t
02_lab-session-random-walks-and-monte-carlo.en.txt
07_lab-session-interactive-plots-of-monte-carlo-simulations-of-cppi-and-gbm-part1.en.t
06_designing-and-calibrating-cppi-strategies.en.txt
05_ipywidgets-installation-info_instructions.html
08_gbm-function_instructions.html
10_instruction-prior-to-begin-the-module-3-graded-quizz_instructions.html
11_module-3-graded-quiz_exam.html
01_monte-carlo-simulation.en.srt
03_analyzing-cppi-strategies.en.txt
04_lab-session-installing-ipywidgets.en.srt
01_monte-carlo-simulation.en.txt
04_lab-session-installing-ipywidgets.en.txt
09_lab-session-interactive-plots-of-monte-carlo-simulations-of-cppi-and-gbm-part2.mp4
07_lab-session-interactive-plots-of-monte-carlo-simulations-of-cppi-and-gbm-part1.mp4
02_lab-session-random-walks-and-monte-carlo.mp4
01_monte-carlo-simulation.mp4
03_analyzing-cppi-strategies.mp4
06_designing-and-calibrating-cppi-strategies.mp4
04_lab-session-installing-ipywidgets.mp4
advanced-portfolio-construction-python
01_style-factors
01_section-1
01_welcome-video.en.txt
02_requirements_instructions.html
03_material-at-your-disposal_instructions.html
04_module-1-key-points_instructions.html
05_introduction-to-factor-investing.mp4
05_introduction-to-factor-investing.en.srt
06_factor-models-and-the-capm.en.srt
08_factor-benchmarks-and-style-analysis.en.srt
05_introduction-to-factor-investing.en.txt
07_multi-factor-models-and-fama-french.en.srt
06_factor-models-and-the-capm.en.txt
08_factor-benchmarks-and-style-analysis.en.txt
07_multi-factor-models-and-fama-french.en.txt
01_welcome-video.en.srt
06_factor-models-and-the-capm.mp4
07_multi-factor-models-and-fama-french.mp4
08_factor-benchmarks-and-style-analysis.mp4
01_welcome-video.mp4
02_section-2
04_module-1-lab-session-foundations.mp4
04_module-1-lab-session-foundations.en.srt
04_module-1-lab-session-foundations.en.txt
02_from-cap-weighted-benchmarks-to-smart-weighted-benchmarks.en.srt
01_shortcomings-of-cap-weighted-indices.en.srt
03_introduction-to-lab-sessions.en.srt
02_from-cap-weighted-benchmarks-to-smart-weighted-benchmarks.en.txt
01_shortcomings-of-cap-weighted-indices.en.txt
03_introduction-to-lab-sessions.en.txt
02_from-cap-weighted-benchmarks-to-smart-weighted-benchmarks.mp4
01_shortcomings-of-cap-weighted-indices.mp4
03_introduction-to-lab-sessions.mp4
03_robust-estimates-for-expected-returns
02_section-2
02_introducing-active-views.en.txt
04_the-intuition-behind-black-litterman-model-portfolios_instructions.html
05_module-3-lab-session-black-litterman.en.srt
05_module-3-lab-session-black-litterman.en.txt
03_black-litterman-analysis.en.srt
06_importat-message-before-the-quiz_instructions.html
01_extracting-implied-expected-returns.en.srt
02_introducing-active-views.en.srt
03_black-litterman-analysis.en.txt
01_extracting-implied-expected-returns.en.txt
05_module-3-lab-session-black-litterman.mp4
03_black-litterman-analysis.mp4
01_extracting-implied-expected-returns.mp4
02_introducing-active-views.mp4
01_section-1
01_module-3-key-points_instructions.html
04_using-factor-models-to-estimate-expected-returns.en.srt
02_lack-of-robustness-of-expected-return-estimates.en.srt
03_agnostic-priors-on-expected-return-estimates.en.srt
04_using-factor-models-to-estimate-expected-returns.en.txt
02_lack-of-robustness-of-expected-return-estimates.en.txt
03_agnostic-priors-on-expected-return-estimates.en.txt
04_using-factor-models-to-estimate-expected-returns.mp4
02_lack-of-robustness-of-expected-return-estimates.mp4
03_agnostic-priors-on-expected-return-estimates.mp4
02_robust-estimates-for-the-covariance-matrix
01_section-1
01_module-2-key-points_instructions.html
02_the-curse-of-dimensionality.en.srt
03_estimating-the-covariance-matrix-with-a-factor-model.en.srt
04_honey-i-shrunk-the-covariance-matrix.en.srt
02_the-curse-of-dimensionality.en.txt
03_estimating-the-covariance-matrix-with-a-factor-model.en.txt
04_honey-i-shrunk-the-covariance-matrix.en.txt
02_the-curse-of-dimensionality.mp4
03_estimating-the-covariance-matrix-with-a-factor-model.mp4
04_honey-i-shrunk-the-covariance-matrix.mp4
02_section-2
04_module-2-lab-session-covariance-estimation.en.srt
03_arch-and-garch-models.en.srt
02_exponentially-weighted-average.en.srt
01_portfolio-construction-with-time-varying-risk-parameters.en.srt
04_module-2-lab-session-covariance-estimation.en.txt
03_arch-and-garch-models.en.txt
02_exponentially-weighted-average.en.txt
01_portfolio-construction-with-time-varying-risk-parameters.en.txt
03_arch-and-garch-models.mp4
01_portfolio-construction-with-time-varying-risk-parameters.mp4
02_exponentially-weighted-average.mp4
04_module-2-lab-session-covariance-estimation.mp4
05_Resources
02_notebooks-and-code-version-03
01__notebooks_and_code-m02v02.zip
01__resources.html
01__MOOC2_v03_19Jan21.zip
01_data-for-portfolio-construction-in-python
01__data_library.html
01__resources.html
01__data.zip
04_portfolio-optimization-in-practice
02_section-2
05_dive-into-heuristic-diversification_Heuristic_diversification.pdf
04_module-4-lab-session-risk-contribution-and-risk-parity.en.srt
05_dive-into-heuristic-diversification_instructions.html
06_to-be-continued-2_instructions.html
04_module-4-lab-session-risk-contribution-and-risk-parity.en.txt
03_comparing-diversification-options.en.srt
02_risk-parity-portfolios.en.srt
01_simplified-risk-parity-portfolios.en.srt
03_comparing-diversification-options.en.txt
01_simplified-risk-parity-portfolios.en.txt
02_risk-parity-portfolios.en.txt
01_simplified-risk-parity-portfolios.mp4
04_module-4-lab-session-risk-contribution-and-risk-parity.mp4
02_risk-parity-portfolios.mp4
03_comparing-diversification-options.mp4
01_section-1
01_module-4-key-points_instructions.html
02_survey-alternative-equity-beta-investing_instructions.html
03_naive-diversification.en.srt
04_scientific-diversification.en.srt
03_naive-diversification.en.txt
05_measuring-risk-contributions.en.srt
04_scientific-diversification.en.txt
05_measuring-risk-contributions.en.txt
03_naive-diversification.mp4
04_scientific-diversification.mp4
05_measuring-risk-contributions.mp4
02_survey-alternative-equity-beta-investing_EDHEC_Publication_Alternative_Equi
python-machine-learning-for-investment-management
05_identifying-recessions-crash-regimes-and-feature-selection
02_section-2-predicting-credit-contractions-and-crash-re
01_section-1-introduction-to-classical-methods-and-machi
06_Resources
02_lab-session-1-optimal-portfolio-03-mar-2021
01__LAB1_optimal_portfolio_03March21.zip
01__resources.html
03_lab-session-2-factor-models-september-2021
01__Jupyter_Notebook_Module_2_September_2021.zip
01__resources.html
01_libraries-used-in-the-jupyter-notebooks
01__Environment_Setup.pdf
01__resources.html
04_lab-session-3-graphical-network-analysis
01__resources.html
01__Graphical_Network_Analysis.pptx
01__graphical_analysis_09_2020.zip
06_lab-session-5-regime-prediction-with-ml
01__resources.html
01__Jupyter_Notebook_Module_5_-_April2021.zip
05_lab-session-4-regime-based-investment-model
01__resources.html
01__Lab_Session_4_Regime_Based_Investment_Model.zip
02_machine-learning-techniques-for-robust-estimation-of-factor-models
02_section-2-robust-estimation-of-factor-models-
01_section-1-introduction-to-factor-models-and-t
03_machine-learning-techniques-for-efficient-portfolio-diversification
02_section-2-maximizing-diversification-benefit
01_section-1-measuring-diversification-benefits
04_machine-learning-techniques-for-regime-analysis
02_section-2-robust-estimation-of-regime-switching-models-with-mach
01_section-1-portfolio-decisions-with-time-varying-market-condition
01_introducing-the-fundamentals-of-machine-learning
02_section-2-review-of-unsupervised-learning
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