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supertype consultancy
November 21st 2024, Online Workshop

Stock Portfolio Optimization with Python

Designing Data-Driven Investment Strategies with Python for Dynamic Risk Modelling and Portfolio Construction.

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A practical, hands-on introduction to using Python for stock portfolio construction, leveraging real-time financial data, data-driven analysis, and a deep dive into various portfolio optimization models in Python.

SGD 13 Workshop Admission Fee

During the workshop, your instructor will guide you through the process of building a stock portfolio optimization model using Python. You will learn how to leverage financial data, apply key optimization techniques like Mean-Variance Optimization, and use APIs to create data-driven investment strategies. By the end, you'll have the skills to construct and optimize your own stock portfolios based on real-time market data.
 

Add SGD 7 for Workshop + Practicum

For an extra SGD 5, you can upgrade your participation to the Workshop + Practicum tier (optional). Here's the offer:

  • SGD 13 workshop admission included
  • $98 worth of Sectors API subscription included
  • $39 worth of Supertype Fellowship+ included (peer-to-peer learning group, mentorship, post-workshop implementation support)

After the workshop, all Practicum members are invited to join the Supertype Fellowship, where you can continue to refine your portfolio optimization models, access real-time market data, and collaborate with other members in the community using the free API credits provided to you.

Whether you are a hobbyist programmer, interested in stock market analysis, or looking to deepen your understanding of financial analysis, this workshop is designed for you.

Earn a Certificate of Completion (Practicum-only)

Follow along the last 1 hour of the workshop as a Workshop + Practicum member to earn a certificate of completion. 

We issue this certificate of completion as proof of demonstrable proficiency, and the difficulty level is suited for beginner / junior programmers. You will be asked to submit your work via a Github upload, at which point a mentor will assess and award a certificate as acknowledgement of your competency.

This Code-along workshop is created and organized by Supertype, a data science and analytics consultancy based in Jakarta, Indonesia. Supertype is a team of data scientists, engineers, and analytics developers who are passionate about helping businesses make better decisions through data. Supertype is the developer of Sectors (https://sectors.app), a financial analytics platform built for the Indonesian stock market.
 
This workshop is supported by Algoritma, a leader in data science and analytics education in Indonesia. Algoritma offers a wide range of courses in data science, analytics, and programming, and has trained thousands of professionals in the region.
 
We cover key technical aspects of stock portfolio optimization and financial data analysis, walking you through the steps to build data-driven investment models using Python. Participants will learn to leverage financial APIs, apply optimization techniques like Mean-Variance Optimization and Monte Carlo Simulation, and integrate real-time market data. By the end, you’ll be equipped with practical skills and code examples to construct and optimize your own investment portfolios.
 

Cost per Admission 

  • Code-along Admission: SGD 13
  • [Optional] Extra SGD 7 for $146 worth of support and services

How

Online Video-Conferencing (Zoom)

When

6pm to 9pm (GMT+7 / Jakarta)
7pm to 10pm (GMT+8 / Singapore, Malaysia)
1pm to 4pm (GMT+1 / Lisbon, London)


21 November, 2024

Your Instructor,
Rian Yan

Hailing from sunny Lisbon, Portugal, Rian is a data scientist with a strong passion in finance and investing. From his tech consulting gig at Robert Walters and LG Electronics (both in Lisbon), he has accumulated a wealth of experience and consistently awarded for his work in market research and data analysis. He is now pursuing his second Master’s degree, in Computer Science and Data Science from University of Wolverhampton, UK.
 
Rian is also an individual contributor to the Sectors project, Indonesia’s most comprehensive financial data platform, where his chief contribution is in modelling the IDX Greed-and-Fear Index, the only such index in Indonesia that measures the market sentiment of retail investors. As the lead instructor of this workshop, Rian will guide you through a series of quantitative and portfolio optimization techniques, from Mean-Variance Optimization to the Monto Carlo Simulation; from calculating the Sharpe Ratio, to rating your porfolio with the Efficient Frontier model.

 

Rian has lived in three different countries (Portugal, China, and Sweden), travelled to more than 30 countries, and speak English, Mandarin Chinese, Portuguese and German.
 

Syllabus

Introduction to Portfolio Optimization

Understand the basics of stock investing and the role of portfolio optimization in managing risk and returns.

Working with Financial APIs

Learn how to extract and prepare stock data using Sectors Financial API for analysis.

Portfolio Diversification Models

How to build a diversified portfolio that maximizes returns and minimizes risks, using live financial data from Sectors API in Python

Sharpe Ratio & Efficient Frontiers

How to calculate the Sharpe Ratio and use it to rate your portfolio, and how to build the Efficient Frontier model to optimize your portfolio

Portfolio Allocation & Scipy Optimization

How to use Scipy's optimization functions to allocate your portfolio based on your risk tolerance and investment goals

Advanced Optimization Techniques

Use Python’s Scipy library for precise optimization and compare different modeling approaches.

Workshop Fee

One-time fee of $9 for workshop admission. 

Add $5 for 3 months of Supertype Fellowship+ (retail US$39) and Supertype Sectors API (retail US$98) credits, an incredible value for those seeking for after-workshop coding support, mentorship, and peer-to-peer learning.

Workshop

For SGD 13, get the full workshop experience and all coding materials.

SGD 13
  • Full workshop admission
  • All workshop materials, datasets, and custom scripts
Purchase

Workshop + Practicum

For SGD 20, get the full workshop experience, all coding materials, $137 worth of subscriptions and after-workshop support, hi-res video recording and certificate of completion

SGD 20
  • Full workshop admission
  • All workshop materials, datasets, and custom scripts
  • 3 Months of Supertype Fellowship+ ($39) for peer-to-peer learning and mentorship included

    https://fellowship.supertype.ai

  • 3,000 credits of Sectors API ($98) for personal and commercial project included

    https://sectors.app/pricing

  • Video Recording (mp4, hi-resolution)
  • Earn a certificate of completion by following the last hour of coding
Purchase

Frequently Asked Questions

Absolutely! This workshop is perfectly suited for beginners in programming, data science, and analytics. Your trainers will assume little to no prior knowledge of programming during the code-along, and will guide you through the basics of programming, data analysis, and financial analytics.
 
Code notebooks, sample datasets, and other resources will be provided to help you follow along even if you are new to programming.
The workshop will be conducted in English, with the trainers speaking in English primarily.
This workshop is designed to be accessible to beginners in finance, investing, or the stock market in general. A passing understanding of financial concepts will be helpful in making the most out of the workshop, but it is not a prerequisite. The tools and resources you need to appreciate the use of data analytics in financial research will be provided during the workshop.
After purchasing a ticket, you will receive a confirmation email from the organizers with more details about the workshop, including the schedule, the meeting link, and other information relating to the workshop. As we approach the workshop date, you will also receive a link to download the workshop materials, including code notebooks and sample datasets should you wish to follow along on your own laptop.
The SGD 7 upgrade to Workshop + Practicum is great value for those who want to go beyond the workshop and receive peer-to-peer support and personalized mentorship as they continue to hone their analytics development skills post-workshop. The 3 months access to Supertype Fellowship+ (https://fellowship.supertype.ai) alone is worth 6 times more than the upgrade price.
 
It is a great opportunity to be part of an exclusive community consisting of other analytics developers, the software engineers of Sectors, and the founding team at Supertype who care about supporting the growth of each other. Additionally, the Workshop + Practicum tier comes bundled with free access to Sectors API, allowing you to develop your financial analytics skills further using real-time financial data from the Indonesian stock market.
If you cannot afford the ticket price, but are genuinely interested in attending the workshop, reach out to us on our LinkedIn page with a proof of your student status, and we will do our best to accommodate you with a free-of-charge admission.
 
We believe in making quality education accessible to everyone, and we are happy to support students who are passionate about learning data science, analytics, and programming.
Yes, we accept local bank transfers for participants residing in Indonesia. You can checkout throughout the Mayar.id platform from the link above or make your payment to the following bank account:
– Bank Central Asia (BCA)
– Account Number: 0023752333
– Account Holder: PT Supertype Teknologi Nusantara.
– Amount: 150,000 IDR (workshop) or 230,000 IDR (workshop + practicum)
– Add your name so we can identify you in the participant’s list
 
After making the payment, please email us (human@supertype.ai) a copy of the transfer receipt so we can confirm your registration. You can reach out to us on our LinkedIn page with any questions or concerns you may have about the payment process.
sectors social media
@SectorsApp on Instagram
Sectors On LinkedIn

Learn from our best Financial Analytics Developers

This code-along workshop is organized by the analytics developer and engineers of Sectors (https://sectors.app), a platform that brings visual market data and AI-driven stock analyses together into one tidy package. Due to its comprehensiveness, anybody can use Sectors to create insightful analysis, dissect market trends, and use our API to bring our data into their favorite programming environment, be it Python, R, JavaScript or even Excel.
 
Follow Sectors on Instagram or Sectors Showcase on LinkedIn to see how our financial analytics is helping investors and analysts refine their investment research process and all the ways you can leverage this data in your own projects.