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Feb 26

[PQ REDS Series] Portfolio Construction and Optimization in Real Estate

February 26 @ 9:00 am - 12:00 pm

Learn to build real estate portfolios that maximize returns and minimize risk in this hands on Python course taught by an experienced quant.

In this session, we’ll use quantitative approaches applied in Python to construct optimal portfolio allocations from a set of real estate investment opportunities. This hands on session will enable participants to maximize returns and minimize risk. We’ll cover:

  • Risk and return metrics
  • Modern Portfolio Theory
  • Risk Parity
  • Real estate specific considerations

Format: 3h online lecture

Learn more: https://propertyquants.com/workshops

Prerequisites: A working knowledge of Python and Pandas. Knowledge of cluster analysis (e.g., in Scikit-Learn) is recommended. (PropertyQuants offers a bootcamp in Python, Pandas, and Scikit-Learn. Learn more here.)

Meet your instructor:

Nelson Lau, PhD, CFA is the CEO of PropertyQuants Pte. Ltd., a PropTech startup bringing quantitative methods to global real estate. He has a PhD in Decision Sciences from INSEAD, is a CFA Charterholder, and completed his undergraduate work at Columbia University, double majoring in Economics and Mathematics-Statistics.

He has published papers in Management Science, Decision Support Systems, and Decision Analysis, one of which received a special recognition award. Nelson started his career as a trader/researcher at R G Niederhoffer Capital Management, an award-winning US hedge fund deploying systematic data-driven medium and low frequency strategies to global markets, and also spent significant time as lead trader at KCG, a leading global high frequency algorithmic trading firm.

He was also a Quantitative Macro Strategist at GIC and Managing Director at a proprietary trading firm (Acceletrade Technologies). Nelson has been investing in international residential real estate in a personal capacity for 10 years, and has a deep interest in bringing more systematic, quantitative, and data-driven approaches to real estate practice.

Course Terms & Conditions


February 26
9:00 am - 12:00 pm
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