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....
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.
Introduction To Monte Carlo Analysis
This article talks about Monte Carlo methods, Markov Chain Monte Carlo (MCMC) and understanding of the “Black-Box” called Monte Carlo Methodologies....
Introduction To Value At Risk
This article talks about Value at risk and the Delta normal approach, Monte Carlo and Historic simulations approach to obtain the VaR....
Calculating The Covariance Matrix And Portfolio Variance
In this blog, you will learn how to create a covariance matrix and calculate the standard deviation of a portfolio with ‘n’ stocks...
Using Linear Discriminant Analysis For Quantitative Portfolio Management
This article is about linear discriminant analysis and how it can be used within quantitative portfolio management....
Modern Portfolio Management Using Capital Asset Pricing And Fama-French Three Factor Model [EPAT PROJECT]
This article introduces you to the theories & techniques in the Portfolio theory and arriving at the “MyPortfolio” model....
Calculating Value At Risk In Excel & Python
This post will take you through the step-by-step process to understand and compute VaR in Excel and Python using Historical Method and Variance-Covariance approach. You can also download the excel and Python codes to calculate the VaR for yourself....
Portfolio Analysis: Performance Measurement And Evaluation
This blog covers various aspects of the portfolio performance evaluation and portfolio performance measurement. It starts with why evaluation and measurement are necessary. Then explains how to compute and analyze the returns generated by the portfolio after a particular time period....
Portfolio Optimization Using Monte Carlo Simulation
Learn to optimize your portfolio in Python using Monte Carlo Simulation. This article explains how to assign random weights to your stocks and calculate annual returns along with standard deviation of your portfolio that will allow you to select a portfolio with maximum Sharpe ratio....