Portfolio Optimization
Course Index
36 Lessons · 3 Levels
Complete portfolio optimization roadmap — PyPortfolioOpt, Black-Litterman, HRP, mean-CVaR, CVXPY, ESG portfolios, automated rebalancing, and 5 real global portfolio platform builds.
36Lessons
3Levels
5Projects
FreeAccess
Level IFoundations & Mean-VarianceLessons 1–12
Lesson 01
Portfolio Optimization: A Global Developer's Overview
Lesson 02
Setting Up: PyPortfolioOpt & Riskfolio-Lib
Lesson 03
Global Returns, Covariance & Expected Returns
Lesson 04
Covariance Estimation & Shrinkage
Lesson 05
Mean-Variance Optimization with PyPortfolioOpt
Lesson 06
Efficient Frontier: Full Implementation
Lesson 07
Max Sharpe & Min Volatility Portfolios
Lesson 08
Portfolio Constraints: Weights, Sectors & Regions
Lesson 09
L2 Regularization for Sparse Portfolios
Lesson 10
Discrete Allocation: Integer Weights
Lesson 11
Portfolio Backtesting Framework
Lesson 12
Transaction Costs & Turnover Constraints
Level IIAdvanced Methods & Global MarketsLessons 13–26
Lesson 13
Black-Litterman Model
Lesson 14
Black-Litterman: Encoding Views in Code
Lesson 15
Hierarchical Risk Parity (HRP)
Lesson 16
Mean-CVaR Optimization
Lesson 17
Risk Parity Portfolios
Lesson 18
Global Factor Models: MSCI & Fama-French
Lesson 19
Currency Hedging for International Portfolios
Lesson 20
Emerging Markets Portfolio Construction
Lesson 21
CVXPY: Convex Optimization for Finance
Lesson 22
Riskfolio-Lib: 24 Advanced Risk Measures
Lesson 23
Portfolio Rebalancing Engine
Lesson 24
ESG-Constrained Portfolio Construction
Lesson 25
Crypto & Digital Asset Portfolio Optimization
Lesson 26
ML for Return Prediction in Portfolios
Level IIISystems & Global ProjectsLessons 27–36
Lesson 27
Portfolio Performance Attribution
Lesson 28
Portfolio Risk Decomposition
Lesson 29
Automated Rebalancing with Global Broker APIs
Lesson 30
Portfolio Dashboard with Streamlit
Lesson 31
Deploying a Portfolio Optimizer API
Lesson 32
Build a Global Sharpe Ratio Optimizer
Lesson 33
Build a Black-Litterman Portfolio System
Lesson 34
Build a Hierarchical Risk Parity Engine
Lesson 35
Build an Automated Global Rebalancing System
Lesson 36
Build a Full Global Portfolio Platform