Portfolio Strategies & Risk

Overview

Portfolio Strategies & Risk covers multi-strategy portfolios, correlation analysis, dynamic allocation, and portfolio-level risk. Institutional thinking for advanced quants.

Learning objectives

• ✓Build low-correlation multi-strategy portfolios
• ✓Compute portfolio VaR and drawdown
• ✓Implement risk parity or equal risk allocation
• ✓Design portfolio rebalancing rules

Prerequisites

• •Quant Strategy Development
• •Basic statistics