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

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

Position Sizing Strategies and Techniques in Trading

Position sizing is the methodology used to determine the size of a particular trade, strategy or portfolio of assets. Learn different position sizing techniques such as Kelly Criterion, Optimal F, CPPI, TIPP....
Portfolio & Risk Management
9 min read

Calculations of Value at Risk in Excel and Python

Learn how to calculate Value at Risk (VaR) using Python, parametric and non-parametric methods. Explore Portfolio VaR, Marginal VaR, and Component VaR, with practical examples in Python and Excel....
Portfolio & Risk Management
17 min read

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
12 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)

Explore Value at Risk (VaR): definition, computation, and models for portfolio risk. Learn about Python and Excel applications, backtesting VaR models, historical simulation formulas, and the importance of VaR alongside other measures....
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