Quantra – Quantitative Portfolio Management

About Course:

Course Contents:

• Section 1 Introduction
• Section 2 Basics of Portfolio Construction
• Section 3 Modern Portfolio Theory
• Section 4 Kelly Criterion
• Section 5 Live Trading on Blueshift
• Section 6 Live Trading Template
• Section 7 Risk Parity
• Section 8 Beta
• Section 9 Capital Asset Pricing Model (CAPM)
• Section 10 Fama-French Three- Factor Model
• Section 11 Fama-French Five-Factor Model
• Section 12 Factor Investing
• Section 13 Multi Factor Model
• Section 14 Portfolio Performance Analysis
• Section 15(Optional) Run Codes Locally on Your Machine
• Section 16 Capstone Project
• Section 17 Summary

SKILLS COVERED

Portfolio Management

• Multi-Factor Strategy
• Kelly Criterion
• Risk Parity
• Fama-French Three-Factor Model
• Modern Portfolio Theory

Underlying Math

• Linear Regression, Maximum Drawdown
• Annualised Volatility
• Covariance, Beta
• Skewness, Kurtosis
• Treynor Ratio, Information Ratio

Computation Skills

• Pandas, NumPy, Math
• OLS
• CVXPY
• Data Importing
• Data Visualisation