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This course gives a good understanding of Fama-French, GARCH, Black-Litterman and risk parity models among many others, not only theoretically, but also through hands-on Lab sessions.
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Great course, nice balance between the theory (which is well explained) and the practical (python jupyter notebooks where you need to explore to gain a good understanding)
By Camilo R R
•Nov 8, 2020
Its amazing
By Jan P
•Apr 28, 2020
Excellent!
By Gustavo G
•Apr 2, 2024
Great ¡¡¡
By Vladimir
•May 16, 2020
Amazing!
By nikita g
•Aug 8, 2021
nice
By Fabien N
•Jan 27, 2020
I really enjoy this course. I found it a little less exciting that the previous one, but still the course does a very great job at explaining advanced notions is a simple and structured way. I've got a bit of problems with the simulations of Week 3, but otherwise it was very clear and a great pleasure to go deeper into these notions, as the course helps us to do with nice references.
By Dirk W
•Feb 5, 2020
Well-constructed course, right balance between theory and lab sessions. Lab sessions largely detailed, which is really a forte. The 5th star is missing because of a few frustrating problems with the automated interpretation of answers in quizzes and because of the lack of (quick/relevant) responses or answers of the moderators in the forum.
By Edwin D R D
•May 31, 2020
Very good course like the first one, but It has some problems in the week 3 and the student questions have not been answered yet, even so it is a great course, it will help all investment proffessionals. Additionally, I think the method used in the labs in the first MOOC was better, I prefer write the code while the proffessor explains it.
By Xi C
•Apr 15, 2020
The lecture content of this course is great, which covers lots of intuitions. However, the quiz is a little disappointing. Some of the answers are wrong. In order to pass the quiz, people need to search in the forum and find ways to calculate "the numbers" (that are essentially wrong, but produce expected "answers").
By Carlos A G H
•Aug 9, 2020
It is a very good course. However, the errors in week 2 and 3, and the new methodology for lab sessions, are not that good. I really enjoyed having a lab session per topic and Dr. Vaidyanathan live-writing the code in front of us while explaining. Thanks for all the knowledge. You're doing a great job.
By Aditya G
•May 24, 2020
This course was useful in understanding the details of constructing portfolios in terms of covariance and expected returns estimates. I think this course compared to the first part of the specialization is more relevant to institutional investors rather than individuals
By Drew I
•Apr 17, 2020
I liked that the quizzes required a greater understanding of Python, however I wish the instructor moved slower through the labs; I also would have appreciated more labs to hammer home an understanding of more of the taught concepts. Overall good course!
By 劉映麟
•Jan 26, 2020
The course is great, the professor will walk you through different asset allocation models and provide the python code of the model. The code part is quite useful, but when it comes to quizzes, the instruction is not that clear and sometimes wrong.
By Laszlo B
•May 3, 2022
The first course contained much more relevant code to the theory, but basically it is very informative and I know this leds to a higher purpose (next courses). I like the style of the instructors.
By Lou S
•Mar 24, 2023
Great course, but I missed the detail provided by in-depth tutorials lab sessions during the first course. The labs were still very good, but took a bit more self-teaching than in MOOC 1.
By Cindy X
•Aug 2, 2021
very good quality, covers very in depth knowledge in portfolio construction, but I find the python part is a bit challenging unless you have good command of python programming.
By Miguel A L C
•Sep 3, 2020
The concepts are easy to understand, the teachers explain very well, at the end you have more tools to improve the generation of portfilios construction.
By Alfredo H
•Apr 26, 2020
Very good in depth course extension from the first, however, would appreciate more applications and deeper applications of introduced investing ideas
By Tobias T
•Aug 31, 2020
Great and interesting course like MOOC 1, but it would be great if the code would be explained a bit more in detail like in the first MOOC.
By Alejandro C
•Sep 27, 2020
Sometimes the material covering the python code is insufficient. Maybe provide additional learning resources just for the python portion.
By Hector B
•Jan 25, 2021
Good theory and practical exercises. The presented code can be a little confusing depending on your previous frameworks you have used.
By Daniel J
•Aug 25, 2023
Great course. I would have appreciated a little more discussion on the implementations of the various methodologies in practice.
By Loi H H
•Jul 29, 2022
Learnt a lot about portfolio construction and python!
By Francisco V A
•Jun 29, 2020
I loved the first module of this specialization. I think it does a great job setting up the foundations for portfolio analysis and I gave it 5 stars. I actually decided to complete the certification after the first module.
I still intend to complete the specialization, but I didn't like this module as much. I think the lab sessions are too shallow. "Play around" doesn't really cut it as instruction. There's a big gap between the lab sessions and the exams that are actually quite large for non-programmers. I would really like Vijay to spend more time playing around with the data rather than letting us figure stuff out on our own.
Overall my feedback is that this is a good course for programmers trying to become financial analysts but not so much for financial analysts trying to hone their technical skills.
I would have given 4 stars had it not been for the quiz of Week 3. Students will see the forum, because it's just impossible to pass. I strongly recommend EDHEC to revamp the entire Week 3 training.
By Maximiliano M
•Nov 30, 2021
The course in general is good, specially in python programming. The only. problem is that some models where explained in a light mode (to avoid saying poorly): Black-litterman and factor models portfolio constructions were not explained with the same detail as they did with other models previously explained. The same is valid for smart beta strategies. Hope this is taken into account to improve the course experience.