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 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

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: Guide to Causes, Types, Calculation, Examples, and How to Protect

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

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....
Portfolio & Risk Management
7 min read

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 & Risk Management
10 min read

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....
Portfolio & Risk Management
10 min read

Fama French 5 Factor Model and Its Applications

A robust read about the Fama-French 5 factor model and its applications, as well as the drawbacks and improvements of the Fama-French five-factor model....
Portfolio & Risk Management
5 min read