Portfolio & Risk Management

From portfolio construction, to analysis, optimization and risk management, learn from market practitioners who share their knowledge and downloadable files for free.

Top Picks

Risk Management in Trading: Everything that you should know

Explore the fundamentals of risk management in trading with our comprehensive guide. Learn essential strategies and tools to navigate financial markets successfully. Master the art of minimising risks for optimal trading outcomes....
15 min read

Value at Risk (VaR) Calculation in Excel and Python

Value at Risk or VaR is an essential term for a trader as a part of risk management. There are several uses of VaR and different approaches of calculating VaR which you will find with this interesting blog....
6 min read

Performance Metrics, Risk Metrics and Strategy Optimisation: An Overview

Performance metrics, risk metrics and the concept of strategy optimisation - these are the vital components of portfolio risk management. This detailed guide explains it all!...
12 min read

Portfolio Optimization Methods

In this post, we get introduced and glance through the rationale of some popular portfolio construction methods and their implementation in Python....
7 min read

Optimal Portfolio Construction Using Machine Learning

Learn about the Stereoscopic Portfolio Optimization (SPO) framework and how it can be used to improve a quantitative trading strategy. Concepts such as Gaussian Mixture Models, K-Means Clustering, and Random Forests have also been reviewed....
67 min read

Portfolio & Risk Management

Portfolio Variance/Covariance Analysis

Understand portfolio variance and learn how to calculate it using the covariance matrix. Step-by-step guide with formulas, examples, and Python implementation for trading and risk assessment....
Portfolio & Risk Management
11 min read

Expected Shortfall (ES)

Learn how to compute and interpret Conditional Value at Risk (CVaR) aka Expected Shortfall or Expected Tail Loss (ETL). Find out its limitations and advantages. See the step-by-step example of computations in Excel and Python....
Portfolio & Risk Management
7 min read

Introduction to Value at Risk (VaR)

Learn how to compute and interpret Value at Risk (VaR). Its advantages and limitations for being used as a risk measure....
Portfolio & Risk Management
9 min read

Application of LLMs in Portfolio Management: Creating Thematic Universe Index

This blog will demonstrate how LLMs, paired with tools like OpenAI API and Python, can streamline processes such as generating thematic portfolios and analyzing trends for smarter investment decisions....
Portfolio & Risk Management
6 min read

Portfolio Management Of Multiple Strategies Using Python

Learn to efficiently manage diverse investment strategies in your portfolio using Python. Get a deep insight into optimising portfolio performance, balancing risk, and maximising returns using Python in order to harness robust portfolio management with expert insights and practical guidance....
Portfolio & Risk Management
17 min read

Risk Management in Trading: Everything that you should know

Explore the fundamentals of risk management in trading with our comprehensive guide. Learn essential strategies and tools to navigate financial markets successfully. Master the art of minimising risks for optimal trading outcomes....
Portfolio & Risk Management
15 min read

Sharpe Ratio: Calculation, Interpretation and Analysis

Sharpe Ratio is a key financial metric that helps assess risk-adjusted returns. This detailed guide is a MUST if you wish to learn how Sharpe Ratio is calculated, interpreted, and how it can be useful for making informed investment decisions....
Portfolio & Risk Management
17 min read

Quantitative Value Investing Strategy in Python

Unlock the trading success with Quantitative Value Investing Strategy in Python. With this strategy, you can identify undervalued as well as overvalued assets and make informed investment decisions. So, dive in and find out more with this informative blog!...
Portfolio & Risk Management
14 min read

Portfolio Analysis: Calculating Risk and Returns, Strategies and More

Portfolio analysis is an important part of the trading journey as the trader needs to analyse the expected risks on expected returns before making the investment decisions. With this informative blog, get to learn all about portfolio analysis and the associated calculations!...
Portfolio & Risk Management
13 min read

Volatility And Measures Of Risk-Adjusted Return With Python

Volatility is most crucial for a trader for avoiding losses. But what is it and how to compute historical volatility in Python, and what are the different measures of risk-adjusted return based on it? Find it all in this interesting and informative blog article....
Portfolio & Risk Management
8 min read