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.

Apr 02, 2020

16 min read

Capital Asset Pricing Model

Learn all about Capital Asset Pricing Model, types of risks, uses and assumptions. See how to calculate Beta and know more about CAPM with its primary benefits and limitations. Get to know what is the Capital-Security Market Line and other factor models of Asset Pricing....

Jan 15, 2020

6 min read

Dynamic Money Management

Money Management is the discipline incarnate for the quantitative trader. Zach Oaks, explains about Dynamic Money Management, Win rate, and how to build your own MM system using Python coding....

Jan 09, 2020

7 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....

Dec 10, 2019

10 min read

Monte Carlo Simulation: Definition, Example, Code

In this article, we will understand the basic idea behind Monte Carlo Simulation as well go through the code and run a few simulations of our own....

Dec 03, 2019

7 min read

Sharpe Ratio: Calculation, Application, Limitations

In this article, we will understand how to calculate Sharpe ratio as well as its use in trading. We will also go through its limitations and how to overcome them with the Sortino ratio....

Oct 07, 2019

10 min read

The Hidden Truths About Stop loss In Trading

In this article, we will understand where stops help, where they don’t, their effect on profitability and, if you are using them, where to set them....

Aug 09, 2019

28 min read

Portfolio Management Of Multiple Strategies Using Python

This blog explains how to create a simple portfolio with two strategies and several instruments and how to manage a portfolio of multiple strategies using Python....

Jul 18, 2019

10 min read

Introduction To Portfolio Management

A definitive read about Portfolio Management, this blog serves as an introductory article and your guide. It explains all that you need to know about Portfolio Management like techniques, types, derivatives, and much more....

Apr 05, 2019

5 min read

Fama French Five Factor Asset Pricing Model

This article talks about the Fama-French five-factor model and its applications. We will also look at its drawbacks and areas it can be improved upon....