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
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