Introduction to Portfolio Optimisation with Python
This workshop will introduce participants to the fundamental concepts of portfolio optimisation, including risk and return models, diversification, and the efficient frontier. Students will learn how to use Python and its libraries to construct and analyse portfolios, apply optimisation techniques to maximise returns for a given level of risk, and simulate different investment strategies. By the end of the session, attendees will have hands-on experience with coding in Python to solve real-world financial problems, setting a solid foundation for further exploration in quantitative finance.
This workshop was designed by Asst Prof. Liu Peng, Lee Kong Chian School of Business. If you have any questions, you may contact Prof. Liu at liupeng@smu.edu.sg or the library at library@smu.edu.sg.
Access the Zoom recording here. Passcode: k1.ER31.