Quantra – Quantitative Portfolio Management

Description

Sale!

Quantra – Quantitative Portfolio Management

Original price was: $170.00.Current price is: $59.00.

-65%

The price was on the official website.: 170$

We offer in just : 59$

Product Delivery : You will receive download link in mail or you can find your all purchased courses under My Account/Downloads menu.

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Description

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

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