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

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....
Portfolio & Risk Management
14 min read

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....
Portfolio & Risk Management
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....
Portfolio & Risk Management
67 min read

Using Linear Discriminant Analysis For Quantitative Portfolio Management

This article is about linear discriminant analysis and how it can be used within quantitative portfolio management....
Portfolio & Risk Management
36 min read

Modern Portfolio Management Using Capital Asset Pricing And Fama-French Three Factor Model [EPAT PROJECT]

This article introduces you to the theories & techniques in the Portfolio theory and arriving at the “MyPortfolio” model....
EPAT Trading Projects
21 min read

Portfolio Optimization Using Monte Carlo Simulation

Learn to optimize your portfolio in Python using Monte Carlo Simulation. This article explains how to assign random weights to your stocks and calculate annual returns along with standard deviation of your portfolio that will allow you to select a portfolio with maximum Sharpe ratio....
Portfolio & Risk Management
6 min read

Multi-Strategy Portfolios: Combining Quantitative Strategies Effectively

Learn how to combine different quantitative strategies to create a multi-strategy portfolio, learn portfolio optimization and the benefits offered....
Portfolio & Risk Management
3 min read