Advanced Portfolio Construction and Analysis with Python - Recording Notes 01a
Course: Advanced Portfolio Construction and Analysis with Python Ref.: https://www.coursera.org/learn/advanced-portfolio-construction-python/ Jupyter NB Notebook ipynb - Labs and Codes: https://www.coursera.org/learn/advanced-portfolio-construction-python/ungradedLab/RqxtJ/labs-and-code/lab?path=%2Ftree Module#1 - a) Introduction to Factor Investing Q3: Some investors consider Oil Prices to be an important factor in determining equity returns. This would be an example of: (choose one) a) Macro Factor b) Style Factor c) Statistical Factor a) Macro Factor: Oil prices are likely to affect stock returns, but it is neither a statistical artifact nor is it intrinsic to the stock itself. Module#1 - b) Factor Models and the CAPM Ref.: https://www.coursera.org/learn/advanced-portfolio-construction-python/lecture/19WkH/factor-models-and-the-capm Q1: If a factor model is a good and accurate representation of what we see in the data, the epsilon term will be: (...