https://mybinder.org/v2/gh/iqbalamo93/Finace_Python/master

Contents:

INTRO TO RISK MANAGEMENT:

1.univariate investment risk and returns
  A.TYPES OF RETURNS
    i.Discreate Returns
    ii.Log Returns
    iii.Moments of distribution
        -Mean
        -Variance:
        -Skewness:Tilt of Distribution
        -Kurtosis:Measure Fatness of tail
        
   Libraries used: Scipy.stats 
   
2.Prortfolio Factor Investing and Risk Management
  A.  CumulativeReturns
  B.  Portfolio Returns
  C.  Modern Portfolio Theory
        i.Markowitz Portfolio
              - Sharpe Ratio
              - MSR Max Sharpe Ratio Portfolio
              - GMV Global Minimum Volatility Portfolio
              
  D.  Factor Models
        i.   CAPM
        ii.  Fama-French 3 Factor Model
        iii. Fama-French 5 Factor Model 
        
  E.  Estimating Tail Risk
        i.   Historical Drawdown
        ii.  Value at risk
        iii. Conditional Value at risk
        iv.  Monte-Carlo Simulation
        
        
  Notes:
  - Volatility scales with square root of time.