Your application

Please complete the following fields to be considered for this project.

Please fill in this required field.
Please fill in this required field.
Please fill in this required field.
Please fill in this required field.
Please fill in this required field.
How much commitment will you have to this project?
Please fill in this required field.
Are you available to dedicate 1-2 hours per week to the Build Project?
Please fill in this required field.
Your application has been 
successfully submitted!
Explore more projects
Close
There was an error submitting your form. Please try again later or contact us.
Oops! Something went wrong while submitting the form.

This project is no longer accepting applications. Subscribe to our newsletter to be notified of new projects!

Get updates
Application of Markowitz Portfolio Theory to Build Your Own Portfolio
Zhenan Li
Zhenan Li
Get updates
Register today
Apply now

Application of Markowitz Portfolio Theory to Build Your Own Portfolio

Implement and apply the Markowitz Portfolio Theory to construct diversified portfolios that strike an optimal balance between risk and return.

Register today
Apply now
Tuesdays
 at
4:00
P.M.
 ET /
1:00
P.M.
PT
8 weeks, 2-3 hours per week
Expert
No experience required
No experience required
Some experience required
Degree and experience required

Description

In the ever-evolving landscape of financial markets, constructing and managing portfolios that optimize returns while minimizing risk is a fundamental challenge for investors. The Markowitz Portfolio Theory, introduced by Nobel laureate Harry Markowitz, offers a pioneering framework for portfolio optimization. This project aims to leverage Markowitz's model to build and back-test portfolios, providing valuable insights into the construction of efficient investment strategies.

The primary objective of this project is to implement and apply the Markowitz Portfolio Theory to construct diversified portfolios that strike an optimal balance between risk and return. By utilizing historical financial data, we will back-test these portfolios to evaluate their performance under different market conditions.

Session timeline

  • Applications open
    May 27, 2024
  • Application deadline
    June 23, 2024
  • Project start date
    Week of July 8, 2024
    Week of
    July 8, 2024
  • Project end date
    Week of

What you will learn

  • Set up Python environment and install required
  • Access and Process Financial Data
  • Build optimization problem
  • Improve portfolio construction optimization

Build Projects are 8-week experiences that operate on a rolling basis. Selected participants engage in weekly live workshops with a Build Fellow and 2-15 other students.

Project workshops

1
Introductions
2
Set up working environment
3
Access Data
4
Clean Data
5
Build optimization problem
6
Improve portfolio construction optimization
7
Simulate dynamic portfolio in time series
8
Estimate risk factors  

Prerequisites

  • Understanding about Markowitz Theory, CAPM, risk analysis
  • Ability to code in Python, have code experience with library Numpy, Pandas, Statesmodel, CVXPY
  • Sufficient knowledge about statistics, optimization, math, e.g. ability

Sign up today

Get access to all of our Build projects, including this one, by creating your Build account!

Register today
Log in

Apply to

Zhenan

's project today!

Get started by submitting your application.

Apply now

Stay updated!

Subscribe to our newsletter to be notified when projects reopen!

Please fill in this required field.
By clicking “Subscribe” you agree to our Terms of Services and Privacy Policy.

Thanks for subscribing!

We'll notify you when projects reopen. In the meantime, you can explore our resources and learn more about our Fellows.

Discover our articles
There was an error submitting your form. Please try again later or contact us.
Thank you! Your submission has been received!
Oops! Something went wrong while submitting the form.
About the expert
Zhenan Li
Visit
Zhenan
's Linkedin

I am Zhenan Li and I majored in Quantitative Finance. I'm excited to connect with like-minded individuals who share my passion for Quantitative Finance and explore opportunities to collaborate, learn, and innovate together. So, whether you're a fellow enthusiast or simply curious to learn more, I'm always open to engaging conversations and new connections.

More like
Zhenan Li
No items found.