Sharpe Ratio: Calculation, Application, Limitations
In this article, we will understand how to calculate Sharpe ratio as well as its use in trading. We will also go through its limitations and how to overcome them with the Sortino ratio....
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.
The Hidden Truths About Stop loss In Trading
In this article, we will understand where stops help, where they don’t, their effect on profitability and, if you are using them, where to set them....
Portfolio Management Of Multiple Strategies Using Python
This blog explains how to create a simple portfolio with two strategies and several instruments and how to manage a portfolio of multiple strategies using Python....
Introduction To Portfolio Management
A definitive read about Portfolio Management, this blog serves as an introductory article and your guide. It explains all that you need to know about Portfolio Management like techniques, types, derivatives, and much more....
Fama French Five Factor Asset Pricing Model
A robust read about the Fama-French five-factor model that delves into its applications, drawbacks and areas the Fama-French five-factor model can be improved upon....
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
Learn Portfolio covariance, how to calculate Portfolio covariance, how to create a covariance matrix and calculate the standard deviation of a portfolio....
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....