$25.00 $183.00
Ideal for portfolio managers and quants aiming to build portfolios quantitatively, generate returns, and manage risks efficiently. Learn diverse techniques like Factor Investing, Risk Parity, Kelly Portfolio, and Modern Portfolio Theory in this course.
Course overview
Recommended for portfolio managers and quants who wish to construct their portfolio quantitatively, generate returns and manage risks effectively. In this course, you will learn different portfolio management techniques such as Factor Investing, Risk Parity and Kelly Portfolio, and Modern Portfolio Theory.
Live Trading
- Code and backtest multi-factor portfolio strategy.
- Calculate the expected returns of an asset.
- Allocate capital using Kelly criterion, modern portfolio theory, and risk parity.
- Explain the CAPM and the Fama-french framework.
- Define different factors such as momentum, value, size and quality.
- Evaluate portfolio performance using Sharpe ratio, maximum drawdown and monthly performance.
- Paper trade and analyze the strategies and apply in live markets without any installations or downloads
Skills Required To Learn Quantitative Portfolio Management
Portfolio Management
- Multi-Factor Strategy
- Kelly Criterion
- Risk Parity
- Fama-French Three-Factor Model
- Modern Portfolio Theory
Underlying Math
- Linear Regression, Maximum
- Drawdown
- Annualised Volatility
- Covariance, Beta
- Skewness, Kurtosis
- Treynor Ratio, Information Ratio
Computation Skills
- Pandas, NumPy, Math
- OLS
- CVXPY
- Data lImporting
- Data Visualisation
Learning Track 7
This course is a part of the Learning Track: Portfolio Management and Position Sizing using Quantitative Methods. Enroll to the entire track to enable 10% discount.
Prerequisites
It is expected that you have some trading experience and understand basic financial markets terminology like ‘going long and short’. If you want to be able to code strategies in Python, then experience to store, visualise and manage data using Pandas and DataFrame is required. These skills are covered in our course ‘Python for Trading’.
Syllabus
Introduction
Basics of Portfolio Construction
Modern Portfolio Theory
Kelly Criterion
Live Trading on Blueshift
Live Trading Template
Risk Parity
Beta
Capital Asset Pricing Model (CAPM)
Fama-French Three- Factor Model
Fama-French Five-Factor Model
Factor Investing
Multi Factor Model
Portfolio Performance Analysis
Run Codes Locally on Your Machine
Capstone Project
Summary
About Author
Quantlnsti is the world’s leading algorithmic and quantitative trading research & training institute with registered users in 190+ countries and territories. An initiative by founders of iRage, one of India’s top HFT firms, Quantlnsti has been helping its users grow in this domain throupgh its learning & financial applications based ecosystem
for 10+ years.
Why Quantra ?
- Gain more in less time
- Get taught by practitioners
- Learn at your own pace
- Get data & strategy models to practice on your own
Quantinsti
Please Login/Register if you want to leave us some feedback to help us improve our services and products.
RELATED COURSES
VIEW ALL-
Simpler Trading – Small Account Secrets Pro: Elite Package$139.97Simpler Trading – Small Account Secrets Pro: Elite PackageUpdate 28 Jun 2022Intermediate
The Small Account Secrets Pro: Elite Package – designed to help beginning traders with smaller accounts earn regular returns without spending all day watching the market. This is your opportunity to trade stocks, options, and ETFs in real-time with our expert trader, John Carter!
Add to wishlist -
Raghee’s Day Trading Survival Guide for 2022 – Simpler Trading$130.00
$1,297.00Raghee’s Day Trading Survival Guide for 2022 – Simpler TradingUpdate 28 Jul 2022All LevelsRaghee’s Day Trading Survival Guide for 2022 – Simpler Trading reveals life-saving tools that professional traders stick with to survive the year 2022. The course also shares with you trading tips/hacks so you can be on your toes despite the possible recession.
Add to wishlist -
2023 A14 Weekly Option Strategy – Aeromir$55.00
$497.002023 A14 Weekly Option Strategy – AeromirUpdate 15 Oct 2023Remember the perils of exceeding our skill levels when driving at such high speeds. Safety should always remain a top priority. We trust you found this article on the A14 weekly option strategy informative and engaging.
Add to wishlist -
The 15 Minutes to Financial Freedom – The Better Traders$35.00
$297.00The 15 Minutes to Financial Freedom – The Better TradersUpdate 26 Dec 2023Access two distinct crypto trading strategies that, when combined, can liberate you from debt and transform your financial future. Explore these strategies for a more secure and prosperous financial journey.
Add to wishlist -
VIX Blueprint – Nightly Patterns$36.00
$333.00VIX Blueprint – Nightly PatternsUpdate 21 Sep 2022All LevelsHave your trading career proceed onto a whole different level with the education and secret of success through VIX Blueprint trading course by Nightly Patterns.
Add to wishlist -
Trading Essentials – Market Gauge$49.00Trading Essentials – Market GaugeUpdate 26 Sep 2022All Levels
Trading Essentials – Market Gauge shares the simple, but powerful trading setups that professional traders have used for decades that help you win high profitability in either bullish or bearish markets.
Add to wishlist
Reviews
There are no reviews yet.