Risk Based Portfolio Optimisation In Python
🎓 Free Virtual Workshop: Risk-Based Portfolio Optimization in Python
Smarter portfolio construction using Python - balance risk, diversification, and performance with real data
🧠 About the Workshop
Portfolio optimization is a core problem in finance - but it’s often taught in a way that feels abstract and overly theoretical. This hands-on virtual workshop takes a practical, Python-first approach to portfolio construction, focusing on risk-based optimization techniques that are widely used in practice.
In this 90-minute interactive session, you’ll learn how to allocate assets across stocks, commodities, and cryptocurrencies using real financial data. The workshop blends intuitive explanations with live Python examples, helping you understand why certain portfolio strategies work - and where their limitations lie.
🚀 What you’ll learn
By attending this workshop, you will:
📈 Understand the risk–return trade-off and its role in portfolio decisions
🌐 Learn how to fetch real financial data for free using APIs
🐍 Use Python to construct optimal portfolios step by step
⚖️ Apply mean–variance optimization and understand its limitations
🛡️ Learn the principles behind risk-based portfolio strategies
🔻 Build Minimum-Risk Portfolios (MRP)
🔀 Construct Maximum Diversification Portfolios (MDP)
📊 Backtest and compare portfolio strategies to evaluate performance
👥 Who Should Attend
This workshop is ideal for:
👨💻 Python users looking to apply their skills to finance and investing
📊 Data science learners seeking real-world applications
🎓 Finance students exploring quantitative portfolio methods
💼 Professionals interested in modern portfolio optimization techniques
🚀 Beginners curious about finance but looking for a gentle, practical introduction
A basic understanding of Python is helpful. No prior background in finance or portfolio theory is required.
🎁 What You Will Get
🎯 A live, instructor-led virtual session
💻 Practical Python examples using CVXPY & PyPortfolioOpt
📂 Access to GitHub resources with all scripts and datasets
🧠 A solid foundation in risk-based portfolio optimization
🚀 Clear next steps to continue learning quantitative finance
🎤 Host & Instructor
Gerhard Kling
👨🏫 Professor of Finance, University of Aberdeen
📚 Over 20 years of experience in academia, consulting, and EdTech
🏛️ Former roles at SOAS, Utrecht University, UWE, Southampton, and McKinsey & Company
📈 Expertise in firm valuation, M&A, FinTech, and EdTech
🎥 Creator of YUNIKARN, a YouTube channel offering free Python-based data science courses
📐 Academic background in Economics and Mathematics
Gerhard brings a rare combination of deep financial expertise and hands-on Python implementation, making complex concepts accessible and practical.
🖥️ Format & Access
🗓️ Date: Thursday, 12th February 2026
⏰ Time: 11:00 AM (UK time)
⌛ Duration: 90 minutes
🌍 Format: Live virtual workshop
💸 Pricing: Free
📍 Accessibility: Join from anywhere in the world
⚠️ Important Instructions
• 📌 Registration is mandatory
• 📧 Joining details will be shared via email before the session
• ✉️ Please register using a valid email address
• 🚫 Seats are be limited
👉 Click Register to reserve your seat and learn how to build smarter portfolios with Python.