Portfolio & Risk Management

The covariance matrix is a mathematical matrix that represents the covariance between multiple variables. The portfolio variance measures the overall risk considering the covariance among its assets. But how to use both in trading? Find it all out with this interesting and informative blog!...

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!...

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....

Beta is a good volatility measurement tool for any trader in the financial market. But how is the volatility of one stock measured against the volatility of another? What are the different types of beta values? This blog answers it all and much more!...

The idea of this project is to design a market neutral (long/short) portfolio of assets to be rebalanced periodically choosing different assets during every rebalance and evaluating different portfolio techniques....

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....

Changing trends in risk management demand a dedicated and customised approach on time. When it comes to managing risk in trading, there is more to it that revolves around the trading activity. This interesting guide explains it all!...

Learn to create and backtest a trading strategy using a portfolio of nine sectors ETFs & live trading on Interactive Brokers using REST API. This EPAT project is wholly coded on Jupyter Notebook....

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!...

Value investing is one of the most inquisitive investing methods. With the world of investing being so comprehensive, this blog introduces and explains all about the method of value investing....