Portfolio Construction and Risk Analytics
Apply quantitative methods to portfolio allocation and risk assessment.
- Prerequisite
- Statistics for Financial Decisions or equivalent.
- Level
- Advanced
- Includes
- Quantfolio
- Format
- Live online · 1:1 or group
- Schedule & fee
- Agreed on your intro call
Is this for you?
Finance professionals who want to build and assess portfolios with quantitative tools.
Portfolios are built from views and habits, with limited measurement of concentration, stress risk and costs.
What you’ll be able to do
- Measure diversification and concentration in a portfolio.
- Compare allocation approaches such as equal weighting, risk-based weighting and mean–variance optimisation.
- Analyse drawdowns and run stress scenarios based on past market events.
- Estimate turnover and rebalancing costs.
Modules
- Diversification and concentration
- Allocation approaches
- Risk measures
- Stress scenarios
- Turnover and costs
- Dashboard and memo
The outline can be tailored to your goals.
A portfolio dashboard and investment memo explaining assumptions and limitations.
- Portfolio analytics dashboard
- Investment memo
Tools & data
- Python
- pandas
- NumPy
- Matplotlib
- Jupyter
- Quantfolio
Multi-asset data: PSX equities, international equities, bonds, commodities and currencies
Questions
Will this course recommend a portfolio?
No. You will learn to build and assess portfolios yourself. The course does not provide investment recommendations.
How is it taught, and what does it cost?
Live online, one-on-one or in a small group. Schedule and fee are agreed with you on a free intro call.
Will this course guarantee trading results?
No. It builds knowledge and skills. It does not guarantee profits.
Build the skills to research markets independently.
Talk to us for free. We'll help you choose the right path and give you a preview of Quantfolio.