44 min listen
Q4: Scott Sanderson – Portfolio Optimization: Risk Preferences In, Trades Out
Q4: Scott Sanderson – Portfolio Optimization: Risk Preferences In, Trades Out
ratings:
Length:
72 minutes
Released:
Dec 12, 2016
Format:
Podcast episode
Description
When one has a price model that they think will work well for forecasting returns, the next step is to actually trade it. This isn’t that simple for a variety of reasons. For one thing, you need to define how much risk you’re okay with taking on in a portfolio, and then try to maximize your returns while staying within those boundaries. This is the foundation of modern portfolio theory—we’ll discuss some real life issues with this. -- Sponsored by DataCamp.com – Wanna learn how to code? Then you best visit DataCamp. They’ve got a full suite of data science courses that’ll give you the skill-sets necessary of a quant.
Released:
Dec 12, 2016
Format:
Podcast episode
Titles in the series (100)
002: Kirk Du Plessis – How to gain an edge when trading options, with the head trader of Option Alpha: Kirk takes us through his far-from-profitable first week as a retail trader, which he describes as something like a ‘wild cowboy’. But needless to say, he is now at the other end of the spectrum and having huge success as an options trader. by Chat With Traders