Creating a Portfolio

This course is part of Trading Strategies in Emerging Markets Specialization

Instructors: Ramabhadran Thirumalai

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26,704 already enrolled

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

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

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

Weekly assessment 3 30 minutes
Practice Quiz 9 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

Weekly assessment 4 30 minutes
Practice Quiz 27 minutes

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Instructors

Instructor ratings

(26 ratings)

Ramabhadran Thirumalai

Indian School of Business

7 Courses 259,510 learners

Offered by

Indian School of Business

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Reviewed on Jun 9, 2020

Very good course. Helps you understand the concepts really well.

Reviewed on Aug 19, 2017

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

Reviewed on Apr 5, 2019

It was indeed a nice course to go through. This course provides in-depth knowledge of creating portfolio, benchmarking and risk return profile of the investment world.

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