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Advanced Portfolio Optimization with Excel & Python
Reactive Publishing
Advanced Portfolio Optimization with Excel & Python
Master Quantitative Investing with Real-World Applications
Unlock the full power of modern portfolio theory, machine learning, and quantitative finance using two of the most accessible tools in your Excel and Python.
This advanced guide is designed for serious investors, analysts, and finance professionals who want to go beyond basic models and learn how to engineer high-performance portfolios. Inside, you’ll find a deep dive into risk-adjusted strategies, multi-factor models, regime switching, Monte Carlo simulations, Black-Litterman adjustments, and more—anchored by code and practical Excel frameworks you can apply immediately.
Whether you're managing capital or building algorithms, this book offers you the tools
Construct robust portfolios with modern optimization techniques
Combine fundamental and technical factors in allocation decisions
Apply risk-parity, volatility targeting, and regime-based tilts
Leverage Python for backtesting and Excel for scenario analysis
Bridge academic theory with real-world portfolio management
With a dual emphasis on financial insight and hands-on execution, this book is ideal for those who want more than just theory—it’s for builders, quants, and future fund managers.
Advanced Portfolio Optimization with Excel & Python
Master Quantitative Investing with Real-World Applications
Unlock the full power of modern portfolio theory, machine learning, and quantitative finance using two of the most accessible tools in your Excel and Python.
This advanced guide is designed for serious investors, analysts, and finance professionals who want to go beyond basic models and learn how to engineer high-performance portfolios. Inside, you’ll find a deep dive into risk-adjusted strategies, multi-factor models, regime switching, Monte Carlo simulations, Black-Litterman adjustments, and more—anchored by code and practical Excel frameworks you can apply immediately.
Whether you're managing capital or building algorithms, this book offers you the tools
Construct robust portfolios with modern optimization techniques
Combine fundamental and technical factors in allocation decisions
Apply risk-parity, volatility targeting, and regime-based tilts
Leverage Python for backtesting and Excel for scenario analysis
Bridge academic theory with real-world portfolio management
With a dual emphasis on financial insight and hands-on execution, this book is ideal for those who want more than just theory—it’s for builders, quants, and future fund managers.
518 pages, Kindle Edition
Published April 2, 2025
2 people want to read
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