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

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

Portfolio & Risk Management

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....
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....
11 min read

Long Short Equity Strategy

Long Short Equity Strategy is the most common trading strategy to generate higher risk-adjusted returns. The Long Short Equity Strategy deploys half of the capital in a long position and another half in a short position....
13 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....
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....
6 min read

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....
6 min read

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....
15 min read

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....
6 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

How to become a Risk Analyst?

With this elaborative article, you will be able to gain insight into becoming a risk analyst. From types, education, and salary, to landing risk analyst jobs. We will discuss it all in this article....
6 min read