NEW+--
Min 75% OFF | Pay Day Sale Extended till 3rd June

Portfolio Management using Machine Learning: Hierarchical Risk Parity

947 Learners
10 hours
Do you want a robust technique to allocate capital to different assets in your portfolio? This is the right course for you. Learn to apply the hierarchical risk parity (HRP) approach on a group of 16 stocks and compare the performance with inverse volatility weighted portfolios (IVP), equal-weighted portfolios (EWP), and critical line algorithm (CLA) techniques. And concepts such as hierarchical clustering, dendrograms, and risk management.
Level
Intermediate
Author
QuantInsti®
Price Lifetime Access Limited Time Offer

₹10850/-₹43399/-

75% OFF

Get for ₹8680 with Course Bundle

  • Live Trading
  • Learning Track
  • Prerequisites
  • Syllabus
  • About author
  • Testimonials
  • Faqs

Live Trading

  • Allocate weights to a portfolio based on a hierarchical risk parity approach.
  • Create a stock screener.
  • Describe inverse volatility weighted portfolios (IVP) and critical line algorithm (CLA).
  • Backtest the performance of different portfolio management techniques.
  • Explain the limitations of IVPs, CLA and equal-weighted portfolios.
  • Compute and plot the portfolio performance statistics such as returns, volatility, and drawdowns.
  • Implement a hierarchical clustering algorithm and explain the mathematics behind the working of hierarchical clustering.
  • Describe the dendrograms and interpret the linkage matrix.
F1cmtxLxF5w

Skills Covered

learning track 7

This course is a part of the Learning Track: Portfolio Management and Position Sizing using Quantitative Methods

Customize Cart
Total courses in cart: 0
Original Price
Slashed Discount
-
Subtotal
₹0
learning track
Portfolio Management and Position Sizing using Quantitative Methods
Need help? Write to us at quantra@quantinsti.com or call us at +91 8450963428.

Course Features

  • Community
    Community

    Faculty Support on Community

  • Interactive Coding Exercises
    Interactive Coding Exercises

    Interactive Coding Practice

  • Capstone Project
    Capstone Project

    Capstone Project Using Real Market Data

  • Trade & Learn Together
    Trade & Learn Together

    Trade and Learn Together

  • Get Certified
    Get Certified

    Get Certified

Prerequisites

A general understanding of trading in the financial markets such as how to place orders to buy and sell is helpful. Basic knowledge of the pandas dataframe and matplotlib would be beneficial to easily work with the codes covered in this course. To learn how to use Python, check out our free course "Python for Trading: Basic".

Syllabus

about author

QuantInsti®
QuantInsti®
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.
Move Right
Move Left

Why quantra®?

  • More in Less Time
    More in Less Time

    Gain more in less time

  • Expert Faculty
    Expert Faculty

    Get taught by practitioners

  • Self-paced
    Self-paced

    Learn at your own pace

  • Data & Strategy Models
    Data & Strategy Models

    Get data & strategy models to practice on your own

Faqs

Sale