В этом курсе-проекте продолжительностью 1 час вы получите следующие навыки: вычисление ковариации и корреляции двух активов, вычисление дисперсии и коэффициента Шарпа для портфеля из двух активов, использование модели Марковица для получения максимального коэффициента Шарпа в портфеле из двух активов.
Оптимизация портфеля с помощью модели Марковица
Оптимизация портфеля с помощью модели Марковица
Instructor: Bekhruzbek Ochilov, MCSI, PAGRC
Access provided by Abu Dhabi National Oil Company
Learn, practice, and apply job-ready skills with expert guidance
Intermediate level
Recommended experience
2 часа
Learn at your own pace
Hands-on learning
What you'll learn
Вычисление ковариации и корреляции двух активов
Вычисление дисперсии и коэффициента Шарпа для портфеля из двух активов
Использование модели Марковица для получения максимального коэффициента Шарпа в портфеле из двух активов
Skills you'll practice
Details to know
Shareable certificate
Add to your LinkedIn profile
Taught in Russian
No downloads or installation required
Only available on desktop
See how employees at top companies are mastering in-demand skills
Learn, practice, and apply job-ready skills in less than 2 hours
- Receive training from industry experts
- Gain hands-on experience solving real-world job tasks
- Build confidence using the latest tools and technologies
About this Guided Project
Learn step-by-step
In a video that plays in a split-screen with your work area, your instructor will walk you through these steps:
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Обзор проекта и загрузка данных
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Подготовка данных, вычисление ковариации и корреляции
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Коэффициент Шарпа для портфеля из двух активов
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Нанесение результатов на график
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Анализ результатов
Recommended experience
пройденный проект Сравниваем доходность акций с Google Sheets
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Instructor
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How you'll learn
Skill-based, hands-on learning
Practice new skills by completing job-related tasks.
Expert guidance
Follow along with pre-recorded videos from experts using a unique side-by-side interface.
No downloads or installation required
Access the tools and resources you need in a pre-configured cloud workspace.
Available only on desktop
This Guided Project is designed for laptops or desktop computers with a reliable Internet connection, not mobile devices.
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