Trading Dominion – Portfolio investing

More Information : https://university.tradingdominion.com/p/portfolio-investing

Course contents

Introduction

Welcome to the course
Strategic versus tactical asset allocation
Introduction to bonds
Asset classes
Hedge funds
How data can trick you

Returns

Getting historical data
Linear versus log scale
Arithmetic and log price returns
Cumulative arithmetic and log price returns
Converting arithmetic and log returns
Arithmetic and geometric mean
Wealth index
Performance charts

Measuring risk

Variance and standard deviation
The portfolio effect
Sharpe ratio, Sortino ratio, Calmar Ratio, Martin Ratio
Alpha and Beta
Correlation and R Squared
Treynor Ratio and Information Ratio
Value-At-Risk and Expected Shortfall

Factor models

Capital Asset Pricing Model (CAPM)
Fama French 3 factor model

Permanent portfolios

Equal and Value Weighting portfolios
Calculating portfolio returns
Review of 5 different permanent portfolios

Moving average filters

M.A.F. – single asset
M.A.F. – all assets in a portfolio

Modern Portfolio Theory

Introduction to MPT
Correlation and the correlation matrix
Efficient frontier
Minimum variance portfolio and mean-variance efficient portfolios
Rebalancing
Return vs risk graph
Capital Allocation Line, and margin effect on returns
Kelly Criterion – optimal f
Inverse variance portfolio
Risk parity portfolio

Dual Momentum

Review of 6 different dual momentum portfolios

Other portfolios

Review of two Adaptive Allocation portfolios
Review of two Core-Satellite portfolios