Creating a Portfolio

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Creating a Portfolio

Name: Creating a Portfolio
Rating: 4.456521739130435 (322 reviews)

This course is part of Trading Strategies in Emerging Markets Specialization

Instructors: Ramabhadran Thirumalai

26,706 already enrolled

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4 modules

Gain insight into a topic and learn the fundamentals.

322 reviews

Beginner level

No prior experience required

1 week to complete

at 10 hours a week

Flexible schedule

Learn at your own pace

4 modules

Gain insight into a topic and learn the fundamentals.

322 reviews

Beginner level

No prior experience required

1 week to complete

at 10 hours a week

Flexible schedule

Learn at your own pace

Skills you'll gain

Details to know

Shareable certificate

Add to your LinkedIn profile

Assessments

10 assignments

Taught in English

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This course is part of the Trading Strategies in Emerging Markets Specialization

When you enroll in this course, you'll also be enrolled in this Specialization.

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There are 4 modules in this course

This course integrates all the learning from the first three courses and guides the learner about ways of building a portfolio of strategies and integrating the same into a hedge fund.

In the first part of the course, you will be taught ways of measuring the contribution of a strategy to a portfolio in terms of risk and return. You will be able to appreciate the consequences of including a strategy to a new as well an existing portfolio. Next, you are taught various ways of conducting the tilting analysis in order to determine the optimal weight to be placed on each strategy. After this you will learn to develop techniques for minimizing overall portfolio risk. You will also get a basic overview of the regulatory framework that is applicable to hedge funds. You will know about different types of investors and the expectations of each type of investors.

In this module you will learn about the efficient market hypothesis and various market anomalies. In the second half, you will learn how to evaluate the performance of investments.

What's included

7 videos3 readings3 assignments

7 videos Total 54 minutes

Market Efficiency 8 minutes
Types of Market Efficiency 10 minutes
Anomalies 8 minutes
Performance measurement 1 9 minutes
Performance measurement 2 9 minutes
Market timing 3 minutes
Performance measurement 3 6 minutes

3 readings Total 45 minutes

The Challenge: How To Benchmark Your Investment Portfolio 15 minutes
Performance Measurement: The What, Why, and How of the Investment Management Process 15 minutes
The 101 ways to measure portfolio performance 15 minutes

3 assignments Total 63 minutes

Practice Quiz 1 21 minutes
Practice Quiz 2 12 minutes
Quiz 1 30 minutes

In this module you will learn how to perform style analysis and performance attribution. You will also learn some facts about the mutual fund performance and timing measurement. In the second half of the module you will learn how to calculate the expected returns and risk. The module ends with an understanding of the utility theory.

What's included

9 videos1 reading3 assignments

9 videos Total 63 minutes

Timing measurement 4 minutes
Style Analysis 12 minutes
Performance attribution 6 minutes
Mutual fund performance 10 minutes
Expected returns and risk 6 minutes
Utility theory 6 minutes
Investment Choices and Portfolios 6 minutes
Capital Allocation 7 minutes
Risky portfolios 7 minutes

1 reading Total 20 minutes

Utility theory and Attitude toward Risk 20 minutes

3 assignments Total 48 minutes

Practice Quiz - 15 minutes
Practice Quiz 3 minutes
Quiz 2 30 minutes

In this module you will learn the importance of diversification in your portfolio. You will learn about the efficient frontier and how to draw it. Also, you will study the investment opportunity set with more than one risky asset and a risk free asset. Finally, you will see how to optimally allocate between a risky and a risk free asset. You will also get a brief idea about the market portfolio and capital market line.

What's included

7 videos4 readings2 assignments

7 videos Total 39 minutes

Diversification and efficient frontier 5 minutes
Two fund separation 7 minutes
Diversification revisited 5 minutes
Investment opportunity set with two risky assets and a risk-free asset 7 minutes
Investment opportunity set with three risky assets and a risk-free asset 6 minutes
The optimal allocation between risky and risk-free assets 3 minutes
The market portfolio and the capital market line 6 minutes

4 readings Total 60 minutes

The pros' guide to diversification 15 minutes
Diversification: How much is too much? 15 minutes
The 15-Stock Diversification Myth 15 minutes
Does the composition of the market portfolio really matter? 15 minutes

2 assignments Total 39 minutes

Practice Quiz 9 minutes
Weekly assessment 3 30 minutes

In this module you will learn the basics of trading strategies based on text mining and the importance of a benchmark to evaluate the performance of your portfolio. You will also see how to backtest your trading strategy. Finally, you will learn the importance of reporting and compliance in trading.

What's included

7 videos1 reading2 assignments

7 videos Total 62 minutes

Strategies based on Text Mining 10 minutes
Benchmarking 13 minutes
Reporting 4 minutes
Financial Instruments 10 minutes
Backtesting 5 minutes
How to backtest? 14 minutes
Conclusion 7 minutes

1 reading Total 20 minutes

Successful Backtesting of Algorithmic Trading Strategies 20 minutes

2 assignments Total 57 minutes

Practice Quiz 27 minutes
Weekly assessment 4 30 minutes

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Instructors

Instructor ratings

(26 ratings)

Ramabhadran Thirumalai

Indian School of Business

7 Courses 259,542 learners

Offered by

Indian School of Business

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Showing 3 of 322

Reviewed on Mar 30, 2023

it does gives better idea and how to candling portfolio with number's analysis and etc,.... good basic course to study a bigginer.

Reviewed on Jul 14, 2017

I liked the course, but I feel the more complex formulas presented in week 2 and week 3 could have had more practical examples.

Reviewed on Aug 19, 2017

Superbly explained many concepts which was not taught in my B School. Thank u Sir!!

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Frequently asked questions

To access the course materials, assignments and to earn a Certificate, you will need to purchase the Certificate experience when you enroll in a course. You can try a Free Trial instead, or apply for Financial Aid. The course may offer 'Full Course, No Certificate' instead. This option lets you see all course materials, submit required assessments, and get a final grade. This also means that you will not be able to purchase a Certificate experience.

When you enroll in the course, you get access to all of the courses in the Specialization, and you earn a certificate when you complete the work. Your electronic Certificate will be added to your Accomplishments page - from there, you can print your Certificate or add it to your LinkedIn profile.

Yes. In select learning programs, you can apply for financial aid or a scholarship if you can’t afford the enrollment fee. If fin aid or scholarship is available for your learning program selection, you’ll find a link to apply on the description page.