Q4: Scott Sanderson – Portfolio Optimization: Risk Preferences In, Trades Out
Dec 12, 2016•1 hr 12 min
Listen to this episode in Metacast mobile app
Don't just listen to podcasts. Learn from them with transcripts, summaries, and chapters for every episode. Skim, search, and bookmark insights. Learn more
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
For the best experience, listen in Metacast app for iOS or Android
Open in Metacast