Quantra – Quantitative Portfolio Management
Description of Quantitative Portfolio Management
Recommended for portfolio managers and quants who wish to construct their portfolio quantitatively, generate returns and manage risks effectively. In this course, you will learn different portfolio management techniques such as Factor Investing, Risk Parity and Kelly Portfolio, and Modern Portfolio Theory.
- Code and backtest multi-factor portfolio strategy.
- Calculate the expected returns of an asset.
- Allocate capital using Kelly criterion, modern portfolio theory, and risk parity.
- Explain the CAPM and the Fama-french framework.
- Define different factors such as momentum, value, size and quality.
- Evaluate portfolio performance using Sharpe ratio, maximum drawdown and monthly performance.
- Paper trade and analyze the strategies and apply in live markets without any installations or downloads
What will you learn in Quantitative Portfolio Management?
- Basics of Portfolio Construction
- Modern Portfolio Theory
- Kelly Criterion
- Live Trading on Blueshift
- Live Trading Template
- Risk Parity
- Capital Asset Pricing Model (CAPM)
- Fama-French Three- Factor Model
- Fama-French Five-Factor Model
- Factor Investing
- Multi Factor Model
- Portfolio Performance Analysis
- Run Codes Locally on Your Machine
- Capstone Project
QuantInsti is the world’s leading algorithmic and quantitative trading research & training institute with registered users in 190+ countries and territories. An initiative by founders of iRage, one of India’s top HFT firms, QuantInsti has been helping its users grow in this domain through its learning & financial applications based ecosystem for 10+ years.
Sale Page: Quantra – Quantitative Portfolio Management
Find out more Stocks – Forex – Cryto Courses