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Learning Track: Portfolio Management and Position Sizing using Quantitative Methods

66 Hours
Learn to optimise the size of your trades, capital allocation in each of your strategies, and address the position sizing & portfolio management challenges using various quantitative techniques. Explore traditional factors like value, and unconventional factors like skewness. Apply winsorization, z-score standardisation for weight allocation. Learn AI and Ml-based techniques such as hierarchical risk parity (HRP), and LSTM and apply the concepts learnt in live markets (paper trade).
Level
BEGINNER to ADVANCED
Authors
QuantInsti®
Quantpedia
Dr. Thomas Starke
Price Lifetime Access Limited Time Offer

₹51700/-₹64625/-

Original Price: ₹258494

75% OFF

+ Additional 20% OFF

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

Live Trading

Implement and backtest the position sizing methods such as CPPI, TIPP, and volatility targeting on an index reversal strategy.
Find and implement unconventional factors for generating alphas.
Construct factor-based portfolios using advanced methodologies like factor timing.
Apply simulation methods such as Bootstrapping and Monte Carlo.
Allocate capital using the Kelly criterion, modern portfolio theory, and risk parity.
Allocate weights to a portfolio based on a hierarchical risk parity (HRP) approach and learn different portfolio management techniques like IVP, EWP and CLA.
Allocate weights to portfolio using mean-variance optimisation, LSTM neural networks and create long only, long-short portfolios.
Paper trade, analyse the strategies and apply them in live markets without any installations or downloads. Also, implement all the concepts learned in capstone projects.
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Skills Covered

learning track 7

Portfolio Management and Position Sizing using Quantitative Methods

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Portfolio Management and Position Sizing using Quantitative Methods
Need help? Write to us at quantra@quantinsti.com or call us at +91 8450963428.
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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 and knowledge of Python would be helpful. The learning curve could be steep if you are a beginner in both these skills. However, you can practice regularly with the hands-on learning exercises given in the course to gradually build the required skills. To learn how to use Python, check out our Free course "Python for Trading: Basics". You should also have a basic knowledge of machine learning algorithms and training and testing datasets. These concepts are covered in our free course 'Introduction to Machine Learning'.

Syllabus

Quantitative Portfolio Management
Position Sizing in Trading
Factor Investing: Concepts and Strategies
Quant Investing for Portfolio Managers
Portfolio Management using Machine Learning: Hierarchical Risk Parity
AI for Portfolio Management: LSTM Networks

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.
Quantpedia
Quantpedia
Quantpedia is the encyclopedia/database of quantitative and algorithmic trading strategies. It helps users in processing financial academic research into a more user-friendly form to help anyone who seeks new quantitative trading strategy ideas.
Dr. Thomas Starke
Dr. Thomas Starke
Dr Thomas Starke is the CEO of the financial consultancy firm AAAQuants. With a remarkable career spanning working with Boronia Capital, Vivienne Court Trading and Rolls-Royce, he has worked on the development of high-frequency stat-arb strategies for index futures and AI-based sentiment strategy. As an academic, he was a senior research fellow and lecturer at Oxford University. A tech aficionado, he takes a keen interest in new technologies such as AI, quantum computing and blockchain. He holds a PhD in Physics from Nottingham University (UK).
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