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

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

Introduction to Risk Management in Trading

This blog provides you with an introductory glimpse of risk management in trading, its identification, evaluation and some popular strategies to manage risks....
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....
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

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....
7 min read

Asset Beta and Market Beta in Python

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!...
8 min read

Portfolio Assets Allocation with Machine Learning

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....
11 min read

Changing notions of Risk Management in Automated Trading

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!...
7 min read

Diversified ETF Portfolio: From Backtesting to Live Trading

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....
10 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

Value Investing: Meaning, Examples, Importance and More

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....
12 min read

Factor Investing: What it is, Types, Pros, Cons, and More

Find out about the exclusive concept of factor investing and its importance for traders with this blog....
6 min read

Rule-based Portfolio to beat Market Returns

How do you create a rule-based portfolio for a retail investor? EPAT alumnus Manoj shares his EPAT project and explains....
11 min read

Long Short Equity Strategy

Long Short Equity Strategy is the most common trading strategy to generate higher risk-adjusted returns. The Long Short Equity Strategy deploys half of the capital in a long position and another half in a short position....
13 min read