Portfolio Analysis - Performance Measurement And Evaluation
Your guide to learning about measuring, evaluating the performance, calculating and analyzing the returns generated by your portfolio after a particular time period....
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.
Portfolio Allocation and Pair Trading Strategy using Python
A comparative analysis of the Portfolio Allocation Strategy with the Pair trading strategy, using the Sharpe, Sortino and Calmar ratio in the Indian Equities Market....
Volatility Weighted Portfolio
In this article, we focus on a Volatility Weighted Portfolio to try to ensure that all components of the portfolio contribute in the same proportion to the risk/reward ratio....
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....
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....
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....
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....
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....
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....