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

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

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

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....
Portfolio & Risk Management
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....
EPAT Trading Projects
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....
Portfolio & Risk Management
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....
Portfolio & Risk Management
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....
Jobs & Skills
6 min read

Unsystematic Risk: Types, Calculation, Avoidance and More!

Explore everything that you may want to know about unsystematic risk like its formula, types, examples, systematic risks vs unsystematic risks etc....
Portfolio & Risk Management
11 min read

Capital Asset Pricing Model

Learn all about Capital Asset Pricing Model, types of risks, uses and assumptions. See how to calculate Beta and know more about CAPM with its primary benefits and limitations. Get to know what is the Capital-Security Market Line and other factor models of Asset Pricing....
Portfolio & Risk Management
16 min read

Dynamic Money Management

Money Management is the discipline incarnate for the quantitative trader. Zach Oaks, explains about Dynamic Money Management, Win rate, and how to build your own MM system using Python coding....
Portfolio & Risk Management
6 min read