#Sharpe Ratio

Explore the Efficient Markets Hypothesis, its implications for stock prices, and critiques of the theory through empirical evidence and alternative models of market behavior.

Explore key financial theories: Mutual Fund Theorem and Covariance Pricing. Learn about optimal portfolios, diversification, Sharpe ratio, and how asset prices depend on market covariance rather than individual variance.

Explore how fund managers' risk assessments impact portfolio management and performance using deep learning analysis of narrative discussions.

Learn investment analysis using Python: calculate Alpha, Beta, CAPM, expected returns, and Sharpe Ratio. Practical coding examples provided for hands-on experience in financial data analysis and portfolio management.

Learn to maximize returns and minimize risk using Markowitz Portfolio Optimization and Sharpe Ratio. Master efficient frontier, volatility analysis, and advanced data science techniques for investment portfolio management.