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

Value at Risk (VaR) Calculation in Excel and Python

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....
6 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

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....
EPAT Trading Projects
11 min read

Value at Risk (VaR) Calculation in Excel and Python

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....
Portfolio & Risk Management
6 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!...
Portfolio & Risk Management
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....
Portfolio & Risk Management
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!...
Portfolio & Risk Management
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....
Portfolio & Risk Management
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....
Portfolio & Risk Management
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....
Portfolio & Risk Management
12 min read

Position Sizing - Terms, Trading Biases, Techniques and More

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

Market Events and Performance of Algorithmic Traders

Learn about important market events like Black Swan, Grey Swan, and White Swan and the performance of algorithmic traders in each market event....
Portfolio & Risk Management
6 min read