Portfolio Optimization using Markowitz Model

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In this Free Guided Project, you will:
3 hours
Intermediate
No download needed
Split-screen video
English
Desktop only

In this 1-hour long project-based course, you will learn how to optimize a two-asset portfolio at the optimum risk-to-return with finding the maximum Sharpe ratio. To achieve this, we will be working around the Sharpe ratios of two given assets, we will find the efficient frontier of these assets, and find where they intersect the best by utilizing the Markowitz Model. The content of this course draws on the knowledge of Project: Compare Stock Returns with Google Sheets, so you are highly recommended to take it first if you are not familiar with how the Sharpe ratio is calculated and don’t have an understanding of how the risk-to-return metrics work. Note: This course works best for learners who are based in the North America region. We're currently working on providing the same experience in other regions. This course's content is not intended to be investment advice and does not constitute an offer to perform any operations in the regulated or unregulated financial market.

Requirements

Skills you will develop

  • Financial Data Analysis

  • Capital Market

  • Quantitative Analysis

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:

How Guided Projects work

Your workspace is a cloud desktop right in your browser, no download required

In a split-screen video, your instructor guides you step-by-step

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