Q4: Scott Sanderson – Portfolio Optimization: Risk Preferences In, Trades Out - podcast episode cover

Q4: Scott Sanderson – Portfolio Optimization: Risk Preferences In, Trades Out

Dec 12, 20161 hr 12 min
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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. Learn more about your ad choices. Visit megaphone.fm/adchoices
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Q4: Scott Sanderson – Portfolio Optimization: Risk Preferences In, Trades Out | Chat With Traders podcast - Listen or read transcript on Metacast