PyData Global 2023

During this journey, we delve into the world of Modern Portfolio Theory (MPT) and demonstrate how Python serves as a powerful tool for implementing its principles in constructing efficient investment portfolios. MPT, a groundbreaking theory introduced by Markowitz, revolutionized portfolio management by emphasizing the significance of diversification and risk-return optimization.

During this engaging session, we bridge the gap between MPT theory and practical application using Python. We embark on a journey that covers essential concepts such as risk assessment, asset allocation optimization, and the construction of high-return portfolios. By leveraging Python's extensive libraries and capabilities, including Pandas and SciPy, we unlock the true potential of MPT for investors.

Through hands-on demonstrations and real-world examples, we guide participants step-by-step in applying Python to assess risk, optimize asset allocation, and construct portfolios that maximize returns. Gain insights into efficient frontier analysis, explore portfolio rebalancing techniques, and learn to analyze risk-adjusted performance measures like the Sharpe ratio.

FYI- The outline of the talk will flow like this:
• Overview of Modern Portfolio Theory
• Mathematical models of portfolios
• Understanding Risk and expected return, diversification, and efficient frontier
• MPT in Action
• Real time case study (which includes gather financial data, calculating different weights of assets, performing optimization, finding sharp ratio and finally we will build efficient portfolio, visualize the outcomes and make effective investment decisions.

By the end of the talk one will have solid understanding on how Python empowers to bridge the gap between theory and practice, ultimately leading to the construction of efficient and successful investment portfolios. Trust me, this is an interesting one :)